-51.1%
DOCS vs KMX
-65.6%
+14.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -2.7% |
| 7D | -1.3% | -6.4% | +5.0% | +1.0% |
| 30D | +19.4% | -4.9% | +24.3% | +21.2% |
| 3M | +53.4% | -7.2% | +60.6% | +56.4% |
| 6M | +28.8% | +41.2% | -12.5% | +10.7% |
| YTD | -25.1% | +36.1% | -61.2% | -36.3% |
| 1Y | -48.1% | +28.9% | -77.0% | -55.9% |
| 3Y | +51.4% | -21.5% | +72.8% | +48.0% |
| 5Y | -51.1% | -66.0% | +14.9% | -22.0% |
| All | -51.1% | -65.6% | +14.5% | -22.0% |
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