+20.3%
DOC vs KMX
+28.7%
-8.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | +6.2% | -6.4% | +12.6% | +7.2% |
| 30D | +6.5% | -4.9% | +11.3% | +7.1% |
| 3M | -6.2% | -7.2% | +0.9% | -5.4% |
| 6M | +25.6% | +41.2% | -15.6% | +18.8% |
| YTD | +32.1% | +36.1% | -4.1% | +23.7% |
| 1Y | +20.3% | +28.9% | -8.6% | +12.8% |
| All | +20.3% | +28.7% | -8.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling