+11.4%
FHN vs KMX
+3.5%
+7.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -4.8% | +4.4% | -9.2% | -5.3% |
| 3M | -0.7% | +18.9% | -19.6% | -2.9% |
| 6M | +10.6% | +44.3% | -33.7% | +4.7% |
| YTD | +4.6% | +58.7% | -54.1% | -2.1% |
| 1Y | +11.4% | +0.1% | +11.2% | +5.5% |
| All | +11.4% | +3.5% | +7.9% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling