+6,642.7%
FAST vs KMX
+475.4%
+6,167.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -0.8% | +11.7% | -12.5% | -3.1% |
| 3M | +5.8% | +34.9% | -29.1% | -1.2% |
| 6M | +8.0% | +50.3% | -42.3% | -2.0% |
| YTD | +25.6% | +63.8% | -38.2% | +11.7% |
| 1Y | +0.8% | +3.8% | -3.0% | -3.1% |
| 3Y | +86.1% | -24.3% | +110.4% | +87.0% |
| 5Y | +100.2% | -50.2% | +150.4% | +112.7% |
| 10Y | +494.2% | +5.4% | +488.8% | +419.2% |
| All | +6,642.7% | +475.4% | +6,167.3% | +3,851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling