+531.6%
FICO vs KMX
+13.6%
+518.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +1.2% |
| 7D | -0.1% | -4.1% | +4.0% | +1.0% |
| 30D | +8.4% | +2.9% | +5.6% | +7.0% |
| 3M | -30.5% | -7.0% | -23.5% | -29.8% |
| 6M | -35.7% | +34.1% | -69.9% | -42.8% |
| YTD | -57.2% | +40.0% | -97.2% | -63.1% |
| 1Y | -58.4% | +67.2% | -125.6% | -66.3% |
| 3Y | -24.8% | -13.4% | -11.4% | -28.5% |
| 5Y | +79.3% | -65.1% | +144.3% | +125.4% |
| 10Y | +531.6% | +6.9% | +524.8% | +412.3% |
| All | +531.6% | +13.6% | +518.1% | +412.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling