-99.3%
FCUV vs KMX
-26.1%
-73.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -72.0% | -3.4% | -68.6% | -71.8% |
| 30D | -8.0% | +4.0% | -12.0% | -7.3% |
| 3M | +66.3% | +24.8% | +41.5% | +58.6% |
| 6M | -75.3% | +43.6% | -118.9% | -77.2% |
| YTD | -83.0% | +56.6% | -139.6% | -84.3% |
| 1Y | -94.7% | +2.2% | -96.9% | -94.9% |
| All | -99.3% | -26.1% | -73.2% | -99.3% |
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