+62.3%
FDS vs KMX
+11.6%
+50.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -14.0% | -3.1% | -10.9% | -13.4% |
| 30D | -6.2% | +4.4% | -10.7% | -7.1% |
| 3M | +10.2% | +18.9% | -8.7% | +5.9% |
| 6M | +27.4% | +44.3% | -16.8% | +17.0% |
| YTD | -9.3% | +58.7% | -68.0% | -18.8% |
| 1Y | -28.6% | +0.1% | -28.8% | -30.6% |
| 3Y | -36.8% | -24.4% | -12.4% | -36.5% |
| 5Y | -28.6% | -54.4% | +25.8% | -22.2% |
| All | +62.3% | +11.6% | +50.6% | +32.9% |
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 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