+5.1%
KDP vs KMX
-52.4%
+57.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.3% |
| 7D | +2.1% | -0.7% | +2.8% | +2.1% |
| 30D | +8.5% | +4.1% | +4.4% | +8.1% |
| 3M | +6.6% | +27.5% | -20.9% | +4.2% |
| 6M | +17.1% | +43.6% | -26.5% | +12.8% |
| YTD | +19.0% | +56.8% | -37.7% | +13.5% |
| 1Y | +21.8% | -1.3% | +23.1% | +20.6% |
| 3Y | +6.4% | -25.4% | +31.8% | +6.6% |
| 5Y | +5.1% | -53.9% | +59.0% | +8.9% |
| All | +5.1% | -52.4% | +57.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling