-40.7%
FIS vs KMX
+10.2%
-50.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -8.9% | -3.4% | -5.5% | -8.0% |
| 30D | -9.9% | +4.0% | -13.9% | -10.8% |
| 3M | 0.0% | +24.8% | -24.8% | -6.4% |
| 6M | -22.9% | +43.6% | -66.5% | -31.3% |
| YTD | -40.9% | +56.6% | -97.5% | -48.9% |
| 1Y | -40.4% | +2.2% | -42.7% | -43.0% |
| 3Y | -25.4% | -25.4% | +0.1% | -24.2% |
| 5Y | -64.8% | -55.0% | -9.8% | -60.1% |
| All | -40.7% | +10.2% | -50.8% | -49.5% |
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 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