+95.7%
DOCU vs KMX
-13.2%
+108.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.6% |
| 7D | -4.8% | -4.1% | -0.7% | -3.5% |
| 30D | +9.4% | +2.9% | +6.5% | +7.8% |
| 3M | +29.0% | -7.0% | +36.0% | +31.3% |
| 6M | +62.3% | +34.1% | +28.2% | +43.3% |
| YTD | +13.7% | +40.0% | -26.4% | -3.4% |
| 1Y | +11.5% | +67.2% | -55.7% | -11.7% |
| 3Y | +94.2% | -13.4% | +107.6% | +87.6% |
| 5Y | -71.7% | -65.1% | -6.7% | -64.8% |
| All | +95.7% | -13.2% | +108.9% | +103.4% |
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