+66.1%
FDX vs KMX
-22.2%
+88.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.5% | +1.9% | -4.4% | -3.0% |
| 30D | +3.8% | +11.7% | -7.9% | +1.0% |
| 3M | -1.3% | +34.9% | -36.2% | -8.7% |
| 6M | +5.0% | +50.3% | -45.2% | -6.3% |
| YTD | +39.6% | +63.8% | -24.1% | +21.2% |
| 1Y | +81.1% | +3.8% | +77.3% | +76.2% |
| All | +66.1% | -22.2% | +88.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling