+52.6%
DOCS vs KMX
-22.6%
+75.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -0.8% | -7.4% | +6.6% | +0.7% |
| 30D | +17.4% | -3.4% | +20.8% | +18.1% |
| 3M | +57.4% | -11.3% | +68.7% | +60.5% |
| 6M | +26.5% | +30.6% | -4.0% | +18.9% |
| YTD | -26.6% | +33.2% | -59.8% | -32.2% |
| 1Y | -48.1% | +66.7% | -114.8% | -54.5% |
| 3Y | +52.6% | -22.1% | +74.7% | +49.6% |
| All | +52.6% | -22.6% | +75.2% | +49.6% |
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 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