-95.6%
FCUV vs KMX
+11.7%
-107.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -4.3% | -60.9% | -64.6% |
| 7D | -47.9% | -0.7% | -47.2% | -47.2% |
| 30D | +13.7% | +4.1% | +9.5% | +14.5% |
| 3M | +97.0% | +27.5% | +69.5% | +87.9% |
| 6M | -66.1% | +43.6% | -109.7% | -68.5% |
| YTD | -81.8% | +56.8% | -138.5% | -83.2% |
| 1Y | -93.3% | -1.3% | -92.0% | -93.4% |
| 3Y | -99.2% | -25.4% | -73.8% | -99.2% |
| 5Y | -99.9% | -53.9% | -46.0% | -99.8% |
| 10Y | -98.5% | +0.7% | -99.2% | -98.5% |
| All | -95.6% | +11.7% | -107.2% | -95.8% |
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