+201.2%
F vs KMX
+368.0%
-166.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +1.6% | -7.4% | +8.9% | +3.6% |
| 30D | +2.6% | -3.4% | +6.0% | +3.5% |
| 3M | -8.8% | -11.3% | +2.5% | -6.1% |
| 6M | +4.6% | +30.6% | -25.9% | -3.1% |
| YTD | -1.9% | +33.2% | -35.1% | -10.9% |
| 1Y | -0.8% | +66.7% | -67.5% | -15.2% |
| 3Y | +43.5% | -22.1% | +65.5% | +45.0% |
| 5Y | -12.1% | -66.7% | +54.7% | +7.7% |
| 10Y | +83.6% | +1.9% | +81.7% | +69.9% |
| All | +201.2% | +368.0% | -166.8% | +117.7% |
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