+68.4%
FITB vs KMX
-54.2%
+122.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | +0.2% |
| 30D | -5.1% | +2.6% | -7.7% | -6.0% |
| 3M | +3.5% | +25.6% | -22.0% | -4.5% |
| 6M | +17.2% | +41.9% | -24.6% | +2.8% |
| YTD | +17.6% | +56.0% | -38.4% | -0.8% |
| 1Y | +23.4% | -1.8% | +25.1% | +19.3% |
| 3Y | +129.7% | -25.7% | +155.5% | +139.4% |
| 5Y | +68.4% | -54.7% | +123.2% | +91.7% |
| All | +68.4% | -54.2% | +122.6% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling