-38.7%
DOCS vs KMX
-56.8%
+18.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -0.8% | -7.4% | +6.6% | +1.8% |
| 30D | +17.4% | -3.4% | +20.8% | +18.5% |
| 3M | +57.4% | -11.3% | +68.7% | +62.9% |
| 6M | +26.5% | +30.6% | -4.0% | +13.0% |
| YTD | -26.6% | +33.2% | -59.8% | -36.4% |
| 1Y | -48.1% | +66.7% | -114.8% | -58.9% |
| 3Y | +52.6% | -22.1% | +74.7% | +50.4% |
| 5Y | -52.1% | -66.7% | +14.6% | -42.5% |
| All | -38.7% | -56.8% | +18.2% | -21.9% |
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