+499.2%
KMX vs DAR
+652.2%
-153.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +1.9% | +1.4% | +0.5% | +1.8% |
| 30D | +11.7% | +12.8% | -1.1% | +10.5% |
| 3M | +34.9% | +7.4% | +27.5% | +33.9% |
| 6M | +50.3% | +22.3% | +28.0% | +47.4% |
| YTD | +63.8% | +81.1% | -17.3% | +55.4% |
| 1Y | +3.8% | +106.5% | -102.7% | -2.7% |
| 3Y | -24.3% | +5.3% | -29.6% | -25.6% |
| 5Y | -50.2% | -11.5% | -38.7% | -50.6% |
| 10Y | +5.4% | +353.3% | -348.0% | -6.3% |
| All | +499.2% | +652.2% | -153.0% | +453.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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