-79.9%
FIG vs KMX
+6.3%
-86.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.7% |
| 7D | -3.8% | -3.1% | -0.7% | -3.6% |
| 30D | -2.3% | +4.4% | -6.8% | -2.7% |
| 3M | +20.0% | +18.9% | +1.1% | +17.7% |
| 6M | -16.7% | +44.3% | -60.9% | -20.4% |
| YTD | -37.9% | +58.7% | -96.6% | -41.2% |
| 1Y | -58.5% | +0.1% | -58.7% | -55.2% |
| All | -79.9% | +6.3% | -86.2% | -79.9% |
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