+153.5%
FDX vs KMX
-2.3%
+155.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +5.2% | +3.4% | +1.8% | +4.1% |
| 30D | +11.3% | +6.8% | +4.5% | +8.9% |
| 3M | -4.1% | -11.4% | +7.3% | -0.9% |
| 6M | +9.6% | +43.6% | -33.9% | -3.1% |
| YTD | +40.9% | +37.7% | +3.2% | +24.1% |
| 1Y | +53.0% | +53.0% | 0.0% | +30.0% |
| 3Y | +74.1% | -16.3% | +90.4% | +72.3% |
| 5Y | +75.1% | -64.2% | +139.3% | +121.4% |
| All | +153.5% | -2.3% | +155.8% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling