+22.3%
DOC vs KMX
-23.7%
+46.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | -4.8% | +11.7% | -16.4% | -7.0% |
| 3M | +6.9% | +34.9% | -28.0% | -0.3% |
| 6M | +20.7% | +50.3% | -29.5% | +8.6% |
| YTD | +34.1% | +63.8% | -29.6% | +17.7% |
| 1Y | +22.6% | +3.8% | +18.8% | +19.1% |
| All | +22.3% | -23.7% | +46.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling