-30.1%
FDS vs KMX
-25.6%
-4.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.8% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +1.6% | +4.1% | -2.5% | +1.1% |
| 3M | +17.7% | +27.5% | -9.8% | +13.9% |
| 6M | +29.1% | +43.6% | -14.5% | +22.5% |
| YTD | +1.0% | +56.8% | -55.8% | -5.6% |
| 1Y | -21.6% | -1.3% | -20.3% | -22.9% |
| 3Y | -30.1% | -25.4% | -4.7% | -31.6% |
| All | -30.1% | -25.6% | -4.5% | -31.6% |
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