+179.8%
KDP vs KMX
+3.6%
+176.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | +9.5% | +2.6% | +6.9% | +9.1% |
| 3M | +2.6% | +25.6% | -22.9% | -0.5% |
| 6M | +15.6% | +41.9% | -26.2% | +10.0% |
| YTD | +17.3% | +56.0% | -38.7% | +9.9% |
| 1Y | +20.1% | -1.8% | +21.9% | +18.4% |
| 3Y | +4.9% | -25.7% | +30.6% | +5.4% |
| 5Y | +5.0% | -54.7% | +59.7% | +10.8% |
| 10Y | +179.8% | +9.2% | +170.6% | +167.4% |
| All | +179.8% | +3.6% | +176.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling