+715.5%
DOC vs KMX
+475.4%
+240.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -4.8% | +11.7% | -16.4% | -6.7% |
| 3M | +6.9% | +34.9% | -28.0% | +0.7% |
| 6M | +20.7% | +50.3% | -29.5% | +10.8% |
| YTD | +34.1% | +63.8% | -29.6% | +20.7% |
| 1Y | +22.6% | +3.8% | +18.8% | +18.5% |
| 3Y | +20.8% | -24.3% | +45.1% | +21.8% |
| 5Y | -24.9% | -50.2% | +25.4% | -20.8% |
| 10Y | -1.8% | +5.4% | -7.2% | -11.5% |
| All | +715.5% | +475.4% | +240.2% | +461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling