+20.1%
KDP vs KMX
-1.2%
+21.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.3% |
| 3M | +2.6% | +25.6% | -22.9% | +0.9% |
| 6M | +15.6% | +41.9% | -26.2% | +12.4% |
| YTD | +17.3% | +56.0% | -38.7% | +12.7% |
| 1Y | +20.1% | -1.8% | +21.9% | +19.7% |
| All | +20.1% | -1.2% | +21.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling