+88.0%
FHN vs KMX
-53.9%
+142.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | -3.1% | +4.1% | -7.2% | -4.2% |
| 3M | +2.3% | +27.5% | -25.2% | -4.6% |
| 6M | +9.7% | +43.6% | -33.8% | -1.8% |
| YTD | +4.7% | +56.8% | -52.0% | -9.0% |
| 1Y | +13.8% | -1.3% | +15.1% | +10.5% |
| 3Y | +131.6% | -25.4% | +157.0% | +139.9% |
| All | +88.0% | -53.9% | +142.0% | +110.3% |
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