+226.3%
FIS vs KMX
+687.7%
-461.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.7% | -5.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -19.4% | +3.5% | -22.9% | -20.5% |
| 3M | -31.6% | -10.4% | -21.1% | -30.1% |
| 6M | -32.5% | +37.6% | -70.1% | -38.6% |
| YTD | -56.0% | +36.1% | -92.0% | -60.3% |
| 1Y | -55.5% | +52.8% | -108.3% | -61.2% |
| 3Y | -41.3% | -17.0% | -24.3% | -42.7% |
| 5Y | -72.3% | -64.7% | -7.6% | -67.6% |
| 10Y | -55.0% | -4.0% | -50.9% | -61.0% |
| All | +226.3% | +687.7% | -461.4% | +42.9% |
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