+1,898.8%
FDX vs KMX
+389.9%
+1,508.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +10.4% | +6.3% | +4.1% | +9.0% |
| 3M | +0.5% | -7.4% | +7.8% | +1.7% |
| 6M | +6.5% | +37.9% | -31.4% | -0.5% |
| YTD | +40.2% | +39.5% | +0.8% | +29.8% |
| 1Y | +52.1% | +57.9% | -5.8% | +37.2% |
| 3Y | +72.8% | -15.0% | +87.8% | +71.8% |
| 5Y | +76.3% | -64.1% | +140.4% | +100.1% |
| 10Y | +155.7% | -1.6% | +157.4% | +137.4% |
| All | +1,898.8% | +389.9% | +1,508.9% | +1,362.6% |
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 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