+413.0%
KMX vs DAR
+495.0%
-82.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.3% |
| 7D | +1.5% | -3.8% | +5.3% | +1.9% |
| 30D | +3.0% | -14.4% | +17.4% | +4.3% |
| 3M | -7.8% | -17.9% | +10.1% | -6.4% |
| 6M | +34.3% | -18.3% | +52.6% | +36.2% |
| YTD | +40.2% | +43.2% | -3.0% | +35.5% |
| 1Y | +63.0% | +57.7% | +5.3% | +56.2% |
| 3Y | -14.5% | +22.7% | -37.2% | -16.9% |
| 5Y | -64.3% | -34.0% | -30.3% | -63.8% |
| 10Y | +2.8% | +279.5% | -276.7% | -7.2% |
| All | +413.0% | +495.0% | -82.0% | +382.6% |
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