+100.0%
FAST vs KMX
-15.8%
+115.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +8.6% | +3.5% | +5.1% | +7.7% |
| 3M | +6.9% | -10.4% | +17.4% | +8.7% |
| 6M | +29.6% | +37.6% | -8.0% | +20.6% |
| YTD | +41.4% | +36.1% | +5.3% | +31.0% |
| 1Y | +38.5% | +52.8% | -14.2% | +25.3% |
| All | +100.0% | -15.8% | +115.8% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling