+1,440.5%
FANG vs KMX
+95.0%
+1,345.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +2.9% | -3.1% | +6.0% | +3.9% |
| 30D | +2.6% | +4.4% | -1.8% | +0.9% |
| 3M | +7.6% | +18.9% | -11.3% | +0.6% |
| 6M | +17.3% | +44.3% | -27.0% | +1.0% |
| YTD | +38.7% | +58.7% | -20.0% | +14.6% |
| 1Y | +51.6% | +0.1% | +51.5% | +43.3% |
| 3Y | +50.0% | -24.4% | +74.4% | +50.6% |
| 5Y | +237.6% | -54.4% | +292.0% | +289.0% |
| 10Y | +180.7% | +11.0% | +169.7% | +108.9% |
| All | +1,440.5% | +95.0% | +1,345.5% | +856.6% |
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 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