+4.4%
FE vs KMX
+56.1%
-51.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.9% | +3.5% | +0.4% | +3.8% |
| 3M | -0.1% | -10.4% | +10.3% | +0.1% |
| 6M | +6.1% | +37.6% | -31.5% | +7.1% |
| YTD | +8.1% | +36.1% | -28.0% | +9.8% |
| 1Y | +4.4% | +52.8% | -48.3% | +7.2% |
| All | +4.4% | +56.1% | -51.7% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling