-79.1%
FIG vs KMX
+9.7%
-88.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.4% |
| 7D | -16.3% | +1.9% | -18.2% | -16.4% |
| 30D | -14.3% | +11.7% | -26.0% | -15.0% |
| 3M | +7.2% | +34.9% | -27.7% | +3.5% |
| 6M | -18.6% | +50.3% | -68.9% | -22.5% |
| YTD | -35.5% | +63.8% | -99.3% | -39.0% |
| 1Y | -55.8% | +3.8% | -59.6% | -52.9% |
| All | -79.1% | +9.7% | -88.8% | -79.2% |
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