+433.8%
FITB vs KMX
+475.4%
-41.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | -4.7% | +11.7% | -16.4% | -7.8% |
| 3M | +6.7% | +34.9% | -28.2% | -2.8% |
| 6M | +12.6% | +50.3% | -37.7% | -1.5% |
| YTD | +19.1% | +63.8% | -44.7% | +1.2% |
| 1Y | +22.6% | +3.8% | +18.8% | +15.9% |
| 3Y | +127.1% | -24.3% | +151.4% | +131.0% |
| 5Y | +71.8% | -50.2% | +122.0% | +89.4% |
| 10Y | +287.2% | +5.4% | +281.8% | +246.9% |
| All | +433.8% | +475.4% | -41.5% | +227.9% |
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