-37.0%
DOCS vs KMX
+60.9%
-97.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.6% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | +8.6% | +6.3% | +2.3% | +7.6% |
| 3M | +27.2% | -7.4% | +34.6% | +28.1% |
| 6M | +26.5% | +37.9% | -11.4% | +19.1% |
| YTD | -25.0% | +39.5% | -64.4% | -34.3% |
| 1Y | -37.0% | +57.9% | -94.8% | -50.6% |
| All | -37.0% | +60.9% | -97.9% | -50.6% |
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