+66.4%
DOCN vs KMX
-59.9%
+126.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.6% | -11.2% | -13.6% |
| 7D | -29.3% | -6.4% | -22.9% | -26.9% |
| 30D | -46.0% | -4.9% | -41.2% | -45.0% |
| 3M | -43.2% | -7.2% | -36.0% | -42.0% |
| 6M | -53.7% | +41.2% | -94.9% | -63.2% |
| YTD | +46.9% | +36.1% | +10.8% | +15.6% |
| 1Y | +54.3% | +28.9% | +25.4% | +20.2% |
| 3Y | +185.5% | -21.5% | +207.0% | +189.2% |
| 5Y | -31.1% | -66.0% | +34.9% | +11.7% |
| All | +66.4% | -59.9% | +126.2% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling