+6.7%
KDP vs KMX
-22.2%
+29.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | +6.0% | +11.7% | -5.7% | +5.0% |
| 3M | +9.2% | +34.9% | -25.7% | +6.3% |
| 6M | +14.7% | +50.3% | -35.6% | +10.3% |
| YTD | +19.2% | +63.8% | -44.6% | +13.4% |
| 1Y | +15.2% | +3.8% | +11.3% | +13.8% |
| All | +6.7% | -22.2% | +29.0% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling