+507.7%
FAST vs KMX
+0.4%
+507.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.6% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -4.7% | +4.1% | -8.9% | -5.8% |
| 3M | +7.9% | +27.5% | -19.6% | +0.8% |
| 6M | +7.4% | +43.6% | -36.1% | -3.5% |
| YTD | +25.1% | +56.8% | -31.7% | +9.4% |
| 1Y | +4.7% | -1.3% | +6.0% | +1.4% |
| 3Y | +94.7% | -25.4% | +120.1% | +97.4% |
| 5Y | +106.8% | -53.9% | +160.7% | +130.3% |
| 10Y | +507.7% | +0.7% | +507.0% | +375.6% |
| All | +507.7% | +0.4% | +507.2% | +375.6% |
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 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