+47.5%
FITB vs KMX
-64.6%
+112.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +2.8% | +3.4% | -0.6% | +1.7% |
| 30D | +9.8% | +6.8% | +3.0% | +7.4% |
| 3M | -5.2% | -11.4% | +6.2% | -2.1% |
| 6M | +17.3% | +43.6% | -26.2% | +2.6% |
| YTD | +19.3% | +37.7% | -18.4% | +3.9% |
| 1Y | +32.7% | +53.0% | -20.3% | +11.3% |
| 3Y | +141.6% | -16.3% | +157.9% | +141.2% |
| All | +47.5% | -64.6% | +112.1% | +90.4% |
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