+578.7%
FE vs KMX
+674.1%
-95.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +4.3% | +3.0% | +1.3% | +4.0% |
| 3M | +0.4% | -7.8% | +8.2% | +1.0% |
| 6M | +6.9% | +34.3% | -27.4% | +3.8% |
| YTD | +8.0% | +40.2% | -32.2% | +3.8% |
| 1Y | +4.8% | +63.0% | -58.2% | -0.7% |
| 3Y | +49.0% | -14.5% | +63.4% | +47.0% |
| 5Y | +46.2% | -64.3% | +110.6% | +53.7% |
| 10Y | +120.9% | +2.8% | +118.1% | +107.9% |
| All | +578.7% | +674.1% | -95.4% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling