-50.3%
DOCS vs KMX
-46.9%
-3.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +21.8% | +11.7% | +10.1% | +17.2% |
| 3M | +27.3% | +34.9% | -7.6% | +13.7% |
| 6M | -0.3% | +50.3% | -50.6% | -15.4% |
| YTD | -40.5% | +63.8% | -104.3% | -51.7% |
| 1Y | -61.5% | +3.8% | -65.4% | -63.6% |
| 3Y | +8.2% | -24.3% | +32.4% | +11.5% |
| 5Y | -73.4% | -50.2% | -23.2% | -67.1% |
| All | -50.3% | -46.9% | -3.4% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling