-65.6%
FIS vs KMX
-52.4%
-13.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -5.0% |
| 7D | -3.5% | -0.7% | -2.7% | -3.3% |
| 30D | -7.8% | +4.1% | -11.9% | -8.6% |
| 3M | +0.8% | +27.5% | -26.7% | -4.9% |
| 6M | -21.9% | +43.6% | -65.5% | -29.0% |
| YTD | -39.5% | +56.8% | -96.2% | -46.4% |
| 1Y | -41.0% | -1.3% | -39.7% | -42.2% |
| 3Y | -23.6% | -25.4% | +1.8% | -21.9% |
| 5Y | -65.6% | -53.9% | -11.7% | -62.4% |
| All | -65.6% | -52.4% | -13.2% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling