+247.6%
FIS vs KMX
+707.3%
-459.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | +1.5% | -2.3% | +3.8% | +2.0% |
| 30D | -11.8% | +6.3% | -18.1% | -13.5% |
| 3M | -28.5% | -7.4% | -21.2% | -27.6% |
| 6M | -27.0% | +37.9% | -64.9% | -33.7% |
| YTD | -53.1% | +39.5% | -92.6% | -58.0% |
| 1Y | -52.8% | +57.9% | -110.6% | -59.1% |
| 3Y | -37.5% | -15.0% | -22.5% | -39.3% |
| 5Y | -71.1% | -64.1% | -7.0% | -66.4% |
| 10Y | -52.0% | -1.6% | -50.4% | -58.7% |
| All | +247.6% | +707.3% | -459.7% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling