+1,817.6%
FISV vs KMX
+448.1%
+1,369.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.3% |
| 7D | -6.4% | -1.9% | -4.6% | -6.1% |
| 30D | -6.8% | +2.6% | -9.4% | -7.2% |
| 3M | -10.0% | +25.6% | -35.5% | -13.8% |
| 6M | -20.6% | +41.9% | -62.5% | -26.0% |
| YTD | -27.6% | +56.0% | -83.6% | -33.8% |
| 1Y | -64.3% | -1.8% | -62.6% | -64.9% |
| 3Y | -60.0% | -25.7% | -34.3% | -59.5% |
| 5Y | -57.7% | -54.7% | -3.0% | -54.7% |
| 10Y | -3.0% | +9.2% | -12.1% | -11.7% |
| All | +1,817.6% | +448.1% | +1,369.5% | +1,132.0% |
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