+86.4%
F vs KMX
+0.4%
+85.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -2.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | +1.2% | +4.1% | -2.9% | -0.6% |
| 3M | -5.7% | +27.5% | -33.2% | -15.7% |
| 6M | +17.9% | +43.6% | -25.6% | -1.6% |
| YTD | +10.4% | +56.8% | -46.3% | -12.4% |
| 1Y | +25.3% | -1.3% | +26.7% | +18.3% |
| 3Y | +37.5% | -25.4% | +62.8% | +41.0% |
| 5Y | +46.5% | -53.9% | +100.4% | +80.3% |
| 10Y | +86.4% | +0.7% | +85.7% | +45.0% |
| All | +86.4% | +0.4% | +85.9% | +45.0% |
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 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