+13.7%
DOC vs KMX
+2.4%
+11.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.0% |
| 7D | +6.2% | -6.4% | +12.6% | +8.0% |
| 30D | +6.5% | -4.9% | +11.3% | +7.7% |
| 3M | -6.2% | -7.2% | +0.9% | -4.8% |
| 6M | +25.6% | +41.2% | -15.6% | +12.9% |
| YTD | +32.1% | +36.1% | -4.1% | +18.1% |
| 1Y | +20.3% | +28.9% | -8.6% | +7.7% |
| 3Y | +42.7% | -21.5% | +64.2% | +42.1% |
| 5Y | -22.2% | -66.0% | +43.8% | -4.6% |
| All | +13.7% | +2.4% | +11.3% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling