+40.7%
FFIV vs KMX
-64.7%
+105.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -4.2% | +1.5% | -5.7% | -4.5% |
| 30D | -33.9% | +3.0% | -36.9% | -34.5% |
| 3M | -22.6% | -7.8% | -14.8% | -21.7% |
| 6M | -10.4% | +34.3% | -44.7% | -18.0% |
| YTD | +24.3% | +40.2% | -15.9% | +11.5% |
| 1Y | +31.8% | +63.0% | -31.2% | +13.6% |
| 3Y | +99.5% | -14.5% | +114.0% | +96.5% |
| 5Y | +40.7% | -64.3% | +105.1% | +77.7% |
| All | +40.7% | -64.7% | +105.4% | +77.7% |
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 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