+1,117.5%
KDP vs KMX
+200.5%
+917.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +1.3% | +1.9% | -0.6% | +1.0% |
| 30D | +6.0% | +11.7% | -5.7% | +4.1% |
| 3M | +9.2% | +34.9% | -25.7% | +3.7% |
| 6M | +14.7% | +50.3% | -35.6% | +6.4% |
| YTD | +19.2% | +63.8% | -44.6% | +8.6% |
| 1Y | +15.2% | +3.8% | +11.3% | +11.8% |
| 3Y | +6.0% | -24.3% | +30.2% | +6.0% |
| 5Y | +5.4% | -50.2% | +55.6% | +9.8% |
| 10Y | +171.9% | +5.4% | +166.5% | +131.7% |
| All | +1,117.5% | +200.5% | +917.0% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling