+225.6%
FANG vs KMX
-54.8%
+280.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +2.9% | -3.1% | +6.0% | +3.3% |
| 30D | +2.6% | +4.4% | -1.8% | +1.9% |
| 3M | +7.6% | +18.9% | -11.3% | +4.5% |
| 6M | +17.3% | +44.3% | -27.0% | +9.9% |
| YTD | +38.7% | +58.7% | -20.0% | +27.5% |
| 1Y | +51.6% | +0.1% | +51.5% | +49.7% |
| 3Y | +50.0% | -24.4% | +74.4% | +54.1% |
| All | +225.6% | -54.8% | +280.4% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling