+6,125.4%
FICO vs KMX
+368.0%
+5,757.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -0.9% | -7.4% | +6.4% | +0.5% |
| 30D | +3.3% | -3.4% | +6.7% | +3.8% |
| 3M | -31.7% | -11.3% | -20.4% | -30.5% |
| 6M | -34.0% | +30.6% | -64.5% | -38.5% |
| YTD | -58.3% | +33.2% | -91.6% | -61.7% |
| 1Y | -57.9% | +66.7% | -124.6% | -63.2% |
| 3Y | -24.1% | -22.1% | -2.0% | -24.6% |
| 5Y | +85.3% | -66.7% | +152.0% | +112.8% |
| 10Y | +520.3% | +1.9% | +518.4% | +460.1% |
| All | +6,125.4% | +368.0% | +5,757.4% | +3,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling