+92.6%
FFIV vs KMX
-52.4%
+145.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.8% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -2.7% | +4.1% | -6.8% | -3.7% |
| 3M | -1.7% | +27.5% | -29.2% | -8.0% |
| 6M | +36.1% | +43.6% | -7.4% | +22.5% |
| YTD | +52.6% | +56.8% | -4.1% | +34.1% |
| 1Y | +21.5% | -1.3% | +22.8% | +18.6% |
| 3Y | +142.7% | -25.4% | +168.1% | +149.6% |
| 5Y | +92.6% | -53.9% | +146.5% | +119.5% |
| All | +92.6% | -52.4% | +145.0% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling