+499.7%
FICO vs KMX
+0.3%
+499.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.9% | -7.4% | +6.4% | +1.1% |
| 30D | +3.3% | -3.4% | +6.7% | +3.9% |
| 3M | -31.7% | -11.3% | -20.4% | -30.0% |
| 6M | -34.0% | +30.6% | -64.5% | -40.8% |
| YTD | -58.3% | +33.2% | -91.6% | -63.6% |
| 1Y | -57.9% | +66.7% | -124.6% | -66.0% |
| 3Y | -24.1% | -22.1% | -2.0% | -25.3% |
| 5Y | +85.3% | -66.7% | +152.0% | +136.2% |
| All | +499.7% | +0.3% | +499.4% | +390.1% |
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