+107.2%
FAST vs KMX
-50.1%
+157.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | -0.8% | +11.7% | -12.5% | -3.2% |
| 3M | +5.8% | +34.9% | -29.1% | -1.4% |
| 6M | +8.0% | +50.3% | -42.3% | -2.5% |
| YTD | +25.6% | +63.8% | -38.2% | +11.1% |
| 1Y | +0.8% | +3.8% | -3.0% | -2.6% |
| 3Y | +86.1% | -24.3% | +110.4% | +89.5% |
| All | +107.2% | -50.1% | +157.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling