+547.9%
FAST vs KMX
+13.6%
+534.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.7% |
| 7D | +3.8% | -4.1% | +7.9% | +4.8% |
| 30D | +8.1% | +2.9% | +5.2% | +7.0% |
| 3M | +5.8% | -7.0% | +12.8% | +7.1% |
| 6M | +24.9% | +34.1% | -9.3% | +14.4% |
| YTD | +38.9% | +40.0% | -1.1% | +24.7% |
| 1Y | +36.5% | +67.2% | -30.7% | +16.7% |
| 3Y | +98.1% | -13.4% | +111.6% | +92.4% |
| 5Y | +109.3% | -65.1% | +174.4% | +151.0% |
| 10Y | +547.9% | +6.9% | +541.0% | +432.0% |
| All | +547.9% | +13.6% | +534.4% | +432.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling