+72.2%
FDX vs KMX
-1.2%
+73.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.3% | -1.9% | -0.5% | -2.0% |
| 30D | -4.9% | +2.6% | -7.5% | -5.2% |
| 3M | -6.5% | +25.6% | -32.0% | -9.3% |
| 6M | +6.7% | +41.9% | -35.2% | +1.2% |
| YTD | +33.9% | +56.0% | -22.2% | +26.5% |
| 1Y | +72.2% | -1.8% | +74.0% | +62.5% |
| All | +72.2% | -1.2% | +73.3% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling