+1,809.0%
FDX vs KMX
+368.0%
+1,441.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -1.6% | -7.4% | +5.7% | -0.2% |
| 30D | +6.6% | -3.4% | +10.0% | +7.2% |
| 3M | -2.1% | -11.3% | +9.3% | 0.0% |
| 6M | +2.2% | +30.6% | -28.4% | -3.6% |
| YTD | +33.9% | +33.2% | +0.7% | +25.0% |
| 1Y | +50.2% | +66.7% | -16.5% | +34.1% |
| 3Y | +65.5% | -22.1% | +87.6% | +67.3% |
| 5Y | +74.1% | -66.7% | +140.8% | +100.4% |
| 10Y | +156.7% | +1.9% | +154.8% | +137.1% |
| All | +1,809.0% | +368.0% | +1,441.0% | +1,309.3% |
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 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