+141.6%
FITB vs KMX
-14.8%
+156.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.8% | +3.4% | -0.6% | +1.8% |
| 30D | +9.8% | +6.8% | +3.0% | +7.7% |
| 3M | -5.2% | -11.4% | +6.2% | -2.5% |
| 6M | +17.3% | +43.6% | -26.2% | +3.7% |
| YTD | +19.3% | +37.7% | -18.4% | +4.8% |
| 1Y | +32.7% | +53.0% | -20.3% | +12.4% |
| 3Y | +141.6% | -16.3% | +157.9% | +137.3% |
| All | +141.6% | -14.8% | +156.4% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling