+178.8%
FDX vs KMX
+3.6%
+175.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.3% | -1.9% | -0.5% | -1.8% |
| 30D | -4.9% | +2.6% | -7.5% | -5.7% |
| 3M | -6.5% | +25.6% | -32.0% | -13.3% |
| 6M | +6.7% | +41.9% | -35.2% | -5.7% |
| YTD | +33.9% | +56.0% | -22.2% | +14.1% |
| 1Y | +72.2% | -1.8% | +74.0% | +65.9% |
| 3Y | +60.2% | -25.7% | +86.0% | +65.0% |
| 5Y | +62.9% | -54.7% | +117.7% | +89.2% |
| 10Y | +178.8% | +9.2% | +169.6% | +130.3% |
| All | +178.8% | +3.6% | +175.2% | +130.3% |
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 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