+1,348.4%
FERG vs KMX
+163.4%
+1,185.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -10.2% | +11.7% | -21.9% | -11.4% |
| 3M | -0.6% | +34.9% | -35.5% | -4.4% |
| 6M | -6.5% | +50.3% | -56.8% | -11.7% |
| YTD | +4.2% | +63.8% | -59.6% | -2.8% |
| 1Y | -2.3% | +3.8% | -6.1% | -4.4% |
| 3Y | +48.5% | -24.3% | +72.8% | +49.2% |
| 5Y | +72.0% | -50.2% | +122.2% | +73.6% |
| 10Y | +369.9% | +5.4% | +364.5% | +366.5% |
| All | +1,348.4% | +163.4% | +1,185.0% | +1,480.7% |
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