+84.4%
FICO vs KMX
-64.6%
+148.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.2% | +3.4% | -1.2% | +1.5% |
| 30D | +0.1% | +6.8% | -6.7% | -1.7% |
| 3M | -35.2% | -11.4% | -23.8% | -33.9% |
| 6M | -32.4% | +43.6% | -75.9% | -39.5% |
| YTD | -57.4% | +37.7% | -95.1% | -62.1% |
| 1Y | -58.5% | +53.0% | -111.5% | -64.3% |
| 3Y | -28.9% | -16.3% | -12.5% | -30.5% |
| All | +84.4% | -64.6% | +148.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling