+84.2%
DOCN vs KMX
-58.7%
+142.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +2.9% | +5.5% |
| 7D | -12.8% | -4.1% | -8.7% | -10.9% |
| 30D | -41.9% | +2.9% | -44.8% | -43.0% |
| 3M | -36.9% | -7.0% | -29.9% | -35.6% |
| 6M | -52.2% | +34.1% | -86.4% | -60.8% |
| YTD | +62.7% | +40.0% | +22.7% | +26.3% |
| 1Y | +58.2% | +67.2% | -9.0% | +9.7% |
| 3Y | +219.5% | -13.4% | +232.9% | +205.2% |
| 5Y | -32.9% | -65.1% | +32.2% | +7.4% |
| All | +84.2% | -58.7% | +142.9% | +187.1% |
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