+282.0%
FITB vs KMX
+10.2%
+271.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | +0.4% |
| 30D | -5.5% | +4.0% | -9.5% | -7.3% |
| 3M | +4.1% | +24.8% | -20.7% | -6.5% |
| 6M | +18.7% | +43.6% | -24.9% | -1.4% |
| YTD | +18.2% | +56.6% | -38.5% | -6.5% |
| 1Y | +23.7% | +2.2% | +21.4% | +14.3% |
| 3Y | +130.8% | -25.4% | +156.2% | +138.0% |
| 5Y | +69.8% | -55.0% | +124.8% | +110.5% |
| All | +282.0% | +10.2% | +271.8% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling