-56.6%
FIG vs KMX
-0.2%
-56.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -12.2% | -3.4% | -8.8% | -12.0% |
| 30D | -11.0% | +4.0% | -15.0% | -11.2% |
| 3M | +11.9% | +24.8% | -12.9% | +9.5% |
| 6M | -21.9% | +43.6% | -65.5% | -24.8% |
| YTD | -40.8% | +56.6% | -97.4% | -43.2% |
| 1Y | -56.6% | +2.2% | -58.9% | -54.5% |
| All | -56.6% | -0.2% | -56.4% | -54.5% |
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