+7,140.0%
FAST vs KMX
+368.0%
+6,772.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +2.1% | -7.4% | +9.5% | +3.7% |
| 30D | +6.9% | -3.4% | +10.3% | +7.4% |
| 3M | +4.8% | -11.3% | +16.2% | +7.0% |
| 6M | +19.8% | +30.6% | -10.8% | +12.0% |
| YTD | +34.9% | +33.2% | +1.7% | +24.7% |
| 1Y | +32.8% | +66.7% | -33.9% | +16.8% |
| 3Y | +93.7% | -22.1% | +115.8% | +93.4% |
| 5Y | +105.3% | -66.7% | +172.0% | +136.8% |
| 10Y | +595.4% | +1.9% | +593.4% | +510.8% |
| All | +7,140.0% | +368.0% | +6,772.0% | +4,312.2% |
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