-51.7%
FIG vs KMX
+35.0%
-86.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +5.0% |
| 7D | -4.7% | +2.1% | -6.8% | -4.7% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | -18.4% | -4.1% | -14.3% | -18.4% |
| 6M | +10.9% | +49.5% | -38.6% | +7.5% |
| YTD | -40.8% | +42.7% | -83.5% | -41.2% |
| 1Y | -51.7% | +35.3% | -87.0% | -52.0% |
| All | -51.7% | +35.0% | -86.7% | -52.0% |
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 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