+87.1%
DOCN vs KMX
-58.6%
+145.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -12.1% | +1.5% | -13.7% | -12.6% |
| 30D | -41.0% | +3.0% | -44.0% | -42.1% |
| 3M | -38.7% | -7.8% | -30.9% | -37.1% |
| 6M | -51.5% | +34.3% | -85.8% | -60.3% |
| YTD | +65.3% | +40.2% | +25.0% | +28.2% |
| 1Y | +53.9% | +63.0% | -9.1% | +8.3% |
| 3Y | +215.6% | -14.5% | +230.0% | +204.0% |
| 5Y | -26.2% | -64.3% | +38.2% | +17.3% |
| All | +87.1% | -58.6% | +145.7% | +191.3% |
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