+0.5%
FERG vs KMX
+3.5%
-3.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.5% |
| 3M | -2.0% | +18.9% | -20.9% | -4.9% |
| 6M | -3.2% | +44.3% | -47.5% | -9.1% |
| YTD | +1.5% | +58.7% | -57.2% | -5.9% |
| 1Y | +0.5% | +0.1% | +0.4% | -2.5% |
| All | +0.5% | +3.5% | -3.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling