+95.3%
DOCU vs KMX
-17.4%
+112.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -0.9% |
| 7D | -5.5% | -7.4% | +1.8% | -3.1% |
| 30D | +12.6% | -3.4% | +16.0% | +13.5% |
| 3M | +36.4% | -11.3% | +47.7% | +41.2% |
| 6M | +66.8% | +30.6% | +36.2% | +48.7% |
| YTD | +13.5% | +33.2% | -19.8% | -1.9% |
| 1Y | +11.3% | +66.7% | -55.4% | -12.0% |
| 3Y | +92.1% | -22.1% | +114.1% | +93.0% |
| 5Y | -71.0% | -66.7% | -4.3% | -63.2% |
| All | +95.3% | -17.4% | +112.8% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling