+126.4%
FHN vs KMX
-13.7%
+140.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | +2.0% | +6.3% | -4.3% | +0.2% |
| 3M | -6.8% | -7.4% | +0.5% | -5.4% |
| 6M | -0.8% | +37.9% | -38.7% | -11.5% |
| YTD | +0.6% | +39.5% | -38.9% | -12.6% |
| 1Y | +11.5% | +57.9% | -46.3% | -7.3% |
| All | +126.4% | -13.7% | +140.1% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling