+51.4%
FE vs KMX
-14.8%
+66.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +1.2% | +3.4% | -2.2% | +1.1% |
| 30D | +4.5% | +6.8% | -2.3% | +4.3% |
| 3M | +1.3% | -11.4% | +12.7% | +1.7% |
| 6M | +8.7% | +43.6% | -34.9% | +7.4% |
| YTD | +9.2% | +37.7% | -28.5% | +7.7% |
| 1Y | +7.0% | +53.0% | -46.0% | +4.9% |
| 3Y | +51.4% | -16.3% | +67.7% | +44.7% |
| All | +51.4% | -14.8% | +66.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling