-59.5%
FICO vs KMX
+60.9%
-120.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +4.0% | -2.3% | +6.2% | +4.0% |
| 30D | -1.5% | +6.3% | -7.8% | -1.8% |
| 3M | -29.8% | -7.4% | -22.4% | -29.7% |
| 6M | -33.3% | +37.9% | -71.2% | -35.9% |
| YTD | -56.9% | +39.5% | -96.4% | -58.7% |
| 1Y | -59.5% | +57.9% | -117.3% | -61.9% |
| All | -59.5% | +60.9% | -120.4% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling