+163.6%
FHN vs KMX
+383.8%
-220.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +2.1% | +3.4% | -1.3% | +1.3% |
| 30D | +3.8% | +6.8% | -3.0% | +1.9% |
| 3M | -8.9% | -11.4% | +2.4% | -6.6% |
| 6M | +1.8% | +43.6% | -41.8% | -8.4% |
| YTD | +0.6% | +37.7% | -37.2% | -9.6% |
| 1Y | +12.9% | +53.0% | -40.0% | -1.2% |
| 3Y | +126.4% | -16.3% | +142.7% | +124.6% |
| 5Y | +62.3% | -64.2% | +126.5% | +90.6% |
| 10Y | +84.0% | -2.8% | +86.8% | +68.5% |
| All | +163.6% | +383.8% | -220.2% | +66.5% |
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 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