-80.9%
FIG vs KMX
+4.5%
-85.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -14.5% | -1.9% | -12.6% | -14.3% |
| 30D | -13.3% | +2.6% | -15.9% | -13.5% |
| 3M | +7.4% | +25.6% | -18.2% | +4.5% |
| 6M | -27.8% | +41.9% | -69.6% | -30.9% |
| YTD | -41.1% | +56.0% | -97.1% | -44.1% |
| 1Y | -58.7% | -1.8% | -56.9% | -55.6% |
| All | -80.9% | +4.5% | -85.5% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling