+120.9%
FE vs KMX
+6.5%
+114.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +4.3% | +3.0% | +1.3% | +3.8% |
| 3M | +0.4% | -7.8% | +8.2% | +1.2% |
| 6M | +6.9% | +34.3% | -27.4% | +2.2% |
| YTD | +8.0% | +40.2% | -32.2% | +1.7% |
| 1Y | +4.8% | +63.0% | -58.2% | -3.7% |
| 3Y | +49.0% | -14.5% | +63.4% | +45.5% |
| 5Y | +46.2% | -64.3% | +110.6% | +62.8% |
| 10Y | +120.9% | +2.8% | +118.1% | +101.5% |
| All | +120.9% | +6.5% | +114.4% | +101.5% |
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 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