+31.6%
FAST vs KMX
+35.0%
-3.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +3.4% | +2.1% | +1.3% | +3.1% |
| 30D | +5.5% | +0.5% | +5.0% | +5.4% |
| 3M | +7.6% | -4.1% | +11.7% | +8.0% |
| 6M | +19.8% | +49.5% | -29.7% | +11.2% |
| YTD | +35.5% | +42.7% | -7.2% | +27.2% |
| 1Y | +31.6% | +35.3% | -3.7% | +23.7% |
| All | +31.6% | +35.0% | -3.4% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling