-23.2%
FDS vs KMX
-54.2%
+31.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -8.8% | -1.9% | -6.9% | -8.5% |
| 30D | -1.4% | +2.6% | -3.9% | -1.8% |
| 3M | +13.9% | +25.6% | -11.7% | +9.7% |
| 6M | +27.4% | +41.9% | -14.5% | +20.0% |
| YTD | -2.5% | +56.0% | -58.5% | -9.8% |
| 1Y | -23.8% | -1.8% | -22.0% | -25.1% |
| 3Y | -32.5% | -25.7% | -6.8% | -31.9% |
| 5Y | -23.2% | -54.7% | +31.6% | -19.2% |
| All | -23.2% | -54.2% | +31.0% | -19.2% |
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