+70.5%
DOCN vs KMX
-60.7%
+131.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | -19.2% | -7.4% | -11.8% | -16.0% |
| 30D | -43.1% | -3.4% | -39.7% | -42.4% |
| 3M | -40.7% | -11.3% | -29.4% | -38.0% |
| 6M | -55.0% | +30.6% | -85.5% | -62.7% |
| YTD | +50.6% | +33.2% | +17.4% | +19.8% |
| 1Y | +54.0% | +66.7% | -12.8% | +6.3% |
| 3Y | +203.9% | -22.1% | +226.0% | +208.0% |
| 5Y | -29.4% | -66.7% | +37.4% | +15.7% |
| All | +70.5% | -60.7% | +131.2% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling