-23.3%
FDS vs KMX
-65.0%
+41.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | +14.1% | +3.5% | +10.6% | +13.4% |
| 3M | +19.8% | -10.4% | +30.2% | +21.4% |
| 6M | +55.0% | +37.6% | +17.3% | +46.5% |
| YTD | +15.9% | +36.1% | -20.2% | +8.9% |
| 1Y | +24.2% | +52.8% | -28.6% | +14.4% |
| 3Y | -24.0% | -17.0% | -7.0% | -24.8% |
| 5Y | -23.3% | -64.7% | +41.3% | -13.3% |
| All | -23.3% | -65.0% | +41.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling