+539.5%
FICO vs KMX
+2.4%
+537.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +4.0% | -2.3% | +6.2% | +4.6% |
| 30D | -1.5% | +6.3% | -7.8% | -3.6% |
| 3M | -29.8% | -7.4% | -22.4% | -29.0% |
| 6M | -33.3% | +37.9% | -71.2% | -41.1% |
| YTD | -56.9% | +39.5% | -96.4% | -62.8% |
| 1Y | -59.5% | +57.9% | -117.3% | -66.6% |
| 3Y | -26.9% | -15.0% | -11.9% | -30.1% |
| 5Y | +92.9% | -64.1% | +157.0% | +140.2% |
| 10Y | +539.5% | -1.6% | +541.1% | +416.8% |
| All | +539.5% | +2.4% | +537.1% | +416.8% |
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