+324.3%
DOCN vs KMX
-23.7%
+348.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | -9.6% | +11.7% | -21.3% | -13.4% |
| 3M | -37.7% | +34.9% | -72.6% | -45.2% |
| 6M | +115.2% | +50.3% | +65.0% | +79.3% |
| YTD | +133.7% | +63.8% | +69.9% | +85.1% |
| 1Y | +250.2% | +3.8% | +246.3% | +241.3% |
| All | +324.3% | -23.7% | +348.0% | +315.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling