+9,447.9%
FDS vs KMX
+383.8%
+9,064.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +1.5% | +3.4% | -1.9% | +0.9% |
| 30D | +14.8% | +6.8% | +8.0% | +13.5% |
| 3M | +16.3% | -11.4% | +27.7% | +18.2% |
| 6M | +66.2% | +43.6% | +22.7% | +55.6% |
| YTD | +16.2% | +37.7% | -21.5% | +8.7% |
| 1Y | +21.8% | +53.0% | -31.1% | +11.9% |
| 3Y | -23.9% | -16.3% | -7.6% | -25.0% |
| 5Y | -23.1% | -64.2% | +41.1% | -15.7% |
| 10Y | +128.7% | -2.8% | +131.6% | +107.3% |
| All | +9,447.9% | +383.8% | +9,064.1% | +7,706.9% |
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