-38.8%
DOCS vs KMX
-54.6%
+15.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.6% | +1.5% | -2.1% | -1.0% |
| 30D | +6.3% | +3.0% | +3.3% | +5.0% |
| 3M | +26.5% | -7.8% | +34.3% | +29.2% |
| 6M | +24.8% | +34.3% | -9.5% | +10.4% |
| YTD | -26.8% | +40.2% | -67.0% | -37.7% |
| 1Y | -38.3% | +63.0% | -101.3% | -50.5% |
| 3Y | +36.0% | -14.5% | +50.5% | +28.9% |
| 5Y | -55.0% | -64.3% | +9.4% | -46.8% |
| All | -38.8% | -54.6% | +15.7% | -23.4% |
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