+109.2%
FE vs KMX
+0.4%
+108.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -2.1% | +4.1% | -6.3% | -2.7% |
| 3M | +2.6% | +27.5% | -24.9% | -0.9% |
| 6M | -6.8% | +43.6% | -50.3% | -11.9% |
| YTD | +6.9% | +56.8% | -49.9% | -0.6% |
| 1Y | +11.6% | -1.3% | +12.9% | +9.9% |
| 3Y | +47.7% | -25.4% | +73.1% | +48.5% |
| 5Y | +46.2% | -53.9% | +100.1% | +55.2% |
| 10Y | +109.2% | +0.7% | +108.5% | +94.1% |
| All | +109.2% | +0.4% | +108.7% | +94.1% |
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