+242.8%
FFIV vs KMX
+3.6%
+239.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.3% | +4.0% |
| 7D | +3.5% | -1.9% | +5.3% | +3.9% |
| 30D | -1.3% | +2.6% | -3.9% | -2.1% |
| 3M | +2.4% | +25.6% | -23.2% | -4.3% |
| 6M | +41.8% | +41.9% | 0.0% | +27.3% |
| YTD | +58.5% | +56.0% | +2.5% | +38.4% |
| 1Y | +24.3% | -1.8% | +26.1% | +20.5% |
| 3Y | +152.0% | -25.7% | +177.8% | +156.7% |
| 5Y | +99.1% | -54.7% | +153.9% | +123.3% |
| 10Y | +242.8% | +9.2% | +233.6% | +208.5% |
| All | +242.8% | +3.6% | +239.2% | +208.5% |
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 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