+4,202.7%
FFIV vs KMX
+1,905.2%
+2,297.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -2.9% | -2.3% | -0.7% | -2.4% |
| 30D | -32.4% | +6.3% | -38.7% | -33.6% |
| 3M | -22.7% | -7.4% | -15.3% | -21.8% |
| 6M | -10.7% | +37.9% | -48.6% | -18.9% |
| YTD | +25.4% | +39.5% | -14.1% | +12.5% |
| 1Y | +34.2% | +57.9% | -23.7% | +16.5% |
| 3Y | +101.2% | -15.0% | +116.2% | +96.2% |
| 5Y | +42.0% | -64.1% | +106.1% | +65.2% |
| 10Y | +126.7% | -1.6% | +128.3% | +94.5% |
| All | +4,202.7% | +1,905.2% | +2,297.4% | +2,894.1% |
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