+17.9%
KDP vs KMX
-64.7%
+82.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | +16.3% | +2.9% | +13.5% | +16.0% |
| 3M | +24.0% | -7.0% | +31.0% | +24.7% |
| 6M | +30.0% | +34.1% | -4.2% | +26.4% |
| YTD | +36.1% | +40.0% | -4.0% | +31.1% |
| 1Y | +46.8% | +67.2% | -20.4% | +38.9% |
| 3Y | +30.5% | -13.4% | +43.9% | +29.0% |
| 5Y | +17.9% | -65.1% | +83.0% | +30.3% |
| All | +17.9% | -64.7% | +82.6% | +30.3% |
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