+49.0%
FE vs KMX
-50.1%
+99.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +1.9% | +1.9% | 0.0% | +1.8% |
| 30D | -1.2% | +11.7% | -12.8% | -2.1% |
| 3M | +3.5% | +34.9% | -31.4% | +0.8% |
| 6M | -6.1% | +50.3% | -56.3% | -9.5% |
| YTD | +7.6% | +63.8% | -56.2% | +2.5% |
| 1Y | +11.9% | +3.8% | +8.1% | +10.9% |
| 3Y | +48.4% | -24.3% | +72.7% | +49.8% |
| All | +49.0% | -50.1% | +99.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling