-40.4%
FIS vs KMX
-0.2%
-40.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -8.9% | -3.4% | -5.5% | -8.6% |
| 30D | -9.9% | +4.0% | -13.9% | -10.2% |
| 3M | 0.0% | +24.8% | -24.8% | -1.8% |
| 6M | -22.9% | +43.6% | -66.5% | -25.6% |
| YTD | -40.9% | +56.6% | -97.5% | -43.2% |
| 1Y | -40.4% | +2.2% | -42.7% | -41.7% |
| All | -40.4% | -0.2% | -40.2% | -41.7% |
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