+603.9%
FICO vs KMX
+6.1%
+597.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.7% | -17.0% |
| 7D | -19.2% | +1.9% | -21.1% | -19.7% |
| 30D | -14.6% | +11.7% | -26.3% | -17.5% |
| 3M | -20.1% | +34.9% | -55.0% | -27.9% |
| 6M | -36.3% | +50.3% | -86.6% | -45.3% |
| YTD | -44.9% | +63.8% | -108.7% | -54.2% |
| 1Y | -38.6% | +3.8% | -42.5% | -42.2% |
| 3Y | +4.0% | -24.3% | +28.3% | +5.3% |
| 5Y | +99.5% | -50.2% | +149.8% | +121.8% |
| All | +603.9% | +6.1% | +597.8% | +455.9% |
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