-98.6%
FCUV vs KMX
+11.6%
-110.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +3.1% |
| 7D | -66.5% | -3.1% | -63.4% | -65.9% |
| 30D | +5.0% | +4.4% | +0.5% | +5.7% |
| 3M | +63.8% | +18.9% | +44.9% | +58.7% |
| 6M | -67.8% | +44.3% | -112.1% | -70.1% |
| YTD | -82.4% | +58.7% | -141.1% | -83.8% |
| 1Y | -94.7% | +0.1% | -94.9% | -94.8% |
| 3Y | -99.3% | -24.4% | -74.8% | -99.3% |
| 5Y | -99.9% | -54.4% | -45.4% | -99.8% |
| All | -98.6% | +11.6% | -110.2% | -98.5% |
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