+86.2%
DOCN vs KMX
+56.1%
+30.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.6% |
| 7D | +27.4% | 0.0% | +27.4% | +27.3% |
| 30D | -29.7% | +3.5% | -33.2% | -30.0% |
| 3M | -32.5% | -10.4% | -22.0% | -32.0% |
| 6M | -42.2% | +37.6% | -79.8% | -46.1% |
| YTD | +87.2% | +36.1% | +51.1% | +79.0% |
| 1Y | +86.2% | +52.8% | +33.5% | +73.6% |
| All | +86.2% | +56.1% | +30.1% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling