-52.4%
FIS vs KMX
-2.3%
-50.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +2.8% | +3.4% | -0.6% | +1.9% |
| 30D | -16.7% | +6.8% | -23.5% | -18.6% |
| 3M | -32.3% | -11.4% | -20.9% | -30.5% |
| 6M | -29.1% | +43.6% | -72.6% | -36.8% |
| YTD | -54.1% | +37.7% | -91.9% | -59.3% |
| 1Y | -53.7% | +53.0% | -106.7% | -60.3% |
| 3Y | -38.8% | -16.3% | -22.5% | -40.6% |
| 5Y | -71.1% | -64.2% | -6.9% | -64.8% |
| All | -52.4% | -2.3% | -50.1% | -59.2% |
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 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