-23.9%
FIS vs KMX
-26.0%
+2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.2% |
| 7D | -3.5% | -0.7% | -2.7% | -3.3% |
| 30D | -7.8% | +4.1% | -11.9% | -8.4% |
| 3M | +0.8% | +27.5% | -26.7% | -3.5% |
| 6M | -21.9% | +43.6% | -65.5% | -27.3% |
| YTD | -39.5% | +56.8% | -96.2% | -44.8% |
| 1Y | -41.0% | -1.3% | -39.7% | -41.2% |
| All | -23.9% | -26.0% | +2.1% | -25.3% |
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