-53.1%
DOCS vs KMX
-65.0%
+11.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.8% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +8.7% | +3.5% | +5.2% | +7.2% |
| 3M | +32.9% | -10.4% | +43.3% | +37.3% |
| 6M | +25.5% | +37.6% | -12.1% | +9.1% |
| YTD | -25.0% | +36.1% | -61.1% | -36.3% |
| 1Y | -34.9% | +52.8% | -87.6% | -47.3% |
| 3Y | +39.3% | -17.0% | +56.3% | +31.9% |
| All | -53.1% | -65.0% | +11.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling