-10.7%
FFIV vs KMX
+33.3%
-44.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.8% |
| 7D | -2.9% | -2.3% | -0.7% | -3.1% |
| 30D | -32.4% | +6.3% | -38.7% | -32.1% |
| 3M | -22.7% | -7.4% | -15.3% | -23.2% |
| 6M | -10.7% | +37.9% | -48.6% | -7.5% |
| All | -10.7% | +33.3% | -44.0% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling