+8,566.0%
FDS vs KMX
+475.4%
+8,090.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -3.7% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | +9.0% | +11.7% | -2.7% | +7.1% |
| 3M | +18.9% | +34.9% | -16.0% | +12.7% |
| 6M | +35.1% | +50.3% | -15.1% | +25.4% |
| YTD | +5.5% | +63.8% | -58.3% | -3.8% |
| 1Y | -16.8% | +3.8% | -20.7% | -19.2% |
| 3Y | -28.1% | -24.3% | -3.8% | -28.0% |
| 5Y | -17.4% | -50.2% | +32.8% | -14.2% |
| 10Y | +85.4% | +5.4% | +80.1% | +65.9% |
| All | +8,566.0% | +475.4% | +8,090.6% | +6,810.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling