+254.0%
F vs KMX
+475.4%
-221.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.2% |
| 7D | +5.3% | +1.9% | +3.4% | +4.8% |
| 30D | +4.6% | +11.7% | -7.1% | +1.5% |
| 3M | -3.7% | +34.9% | -38.6% | -11.4% |
| 6M | +16.8% | +50.3% | -33.4% | +3.6% |
| YTD | +15.3% | +63.8% | -48.5% | -0.6% |
| 1Y | +31.0% | +3.8% | +27.2% | +24.8% |
| 3Y | +45.4% | -24.3% | +69.7% | +47.6% |
| 5Y | +54.7% | -50.2% | +104.9% | +70.9% |
| 10Y | +98.2% | +5.4% | +92.8% | +80.4% |
| All | +254.0% | +475.4% | -221.4% | +142.9% |
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