-26.0%
FDS vs KMX
-0.2%
-25.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | -16.0% | -3.4% | -12.6% | -15.7% |
| 30D | -6.7% | +4.0% | -10.7% | -7.1% |
| 3M | +6.0% | +24.8% | -18.8% | +3.3% |
| 6M | +25.1% | +43.6% | -18.5% | +19.3% |
| YTD | -8.1% | +56.6% | -64.8% | -13.8% |
| 1Y | -26.0% | +2.2% | -28.3% | -31.0% |
| All | -26.0% | -0.2% | -25.8% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling