+351.3%
FERG vs KMX
+11.6%
+339.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -2.6% | -3.1% | +0.5% | -2.1% |
| 30D | -8.9% | +4.4% | -13.3% | -9.6% |
| 3M | -2.0% | +18.9% | -20.9% | -5.1% |
| 6M | -3.2% | +44.3% | -47.5% | -9.7% |
| YTD | +1.5% | +58.7% | -57.2% | -7.1% |
| 1Y | +0.5% | +0.1% | +0.4% | -1.8% |
| 3Y | +50.4% | -24.4% | +74.8% | +52.0% |
| 5Y | +68.7% | -54.4% | +123.1% | +71.9% |
| All | +351.3% | +11.6% | +339.7% | +331.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling