+578.0%
FE vs KMX
+635.4%
-57.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | 0.0% | -7.4% | +7.3% | +0.6% |
| 30D | +5.2% | -3.4% | +8.6% | +5.4% |
| 3M | 0.0% | -11.3% | +11.3% | +0.9% |
| 6M | +5.0% | +30.6% | -25.5% | +2.2% |
| YTD | +7.9% | +33.2% | -25.3% | +4.2% |
| 1Y | +6.3% | +66.7% | -60.4% | +0.5% |
| 3Y | +46.0% | -22.1% | +68.1% | +45.4% |
| 5Y | +45.6% | -66.7% | +112.4% | +54.0% |
| 10Y | +109.3% | +1.9% | +107.4% | +97.3% |
| All | +578.0% | +635.4% | -57.4% | +483.3% |
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