-21.4%
DOC vs KMX
-62.7%
+41.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.4% |
| 7D | +8.7% | +2.1% | +6.6% | +8.2% |
| 30D | +7.6% | +0.5% | +7.1% | +7.4% |
| 3M | -5.3% | -4.1% | -1.1% | -4.7% |
| 6M | +27.6% | +49.5% | -21.9% | +15.5% |
| YTD | +32.4% | +42.7% | -10.3% | +19.5% |
| 1Y | +22.9% | +35.3% | -12.5% | +11.0% |
| 3Y | +43.1% | -17.7% | +60.8% | +41.7% |
| 5Y | -21.4% | -63.5% | +42.1% | -12.9% |
| All | -21.4% | -62.7% | +41.3% | -12.9% |
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