-23.6%
DOC vs KMX
-50.1%
+26.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| YTD | +34.1% | +63.8% | -29.6% | +18.2% |
| 1Y | +22.6% | +3.8% | +18.8% | +18.2% |
| 3Y | +20.8% | -24.3% | +45.1% | +21.8% |
| All | -23.6% | -50.1% | +26.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling