+3,553.2%
FIX vs KMX
-2.3%
+3,555.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | +9.4% | +3.4% | +6.1% | +8.4% |
| 30D | -27.8% | +6.8% | -34.6% | -29.7% |
| 3M | -35.6% | -11.4% | -24.2% | -33.7% |
| 6M | -45.2% | +43.6% | -88.8% | -52.4% |
| YTD | +19.5% | +37.7% | -18.3% | +3.1% |
| 1Y | +24.2% | +53.0% | -28.7% | +2.9% |
| 3Y | +494.2% | -16.3% | +510.5% | +480.3% |
| 5Y | +1,036.1% | -64.2% | +1,100.4% | +1,350.1% |
| All | +3,553.2% | -2.3% | +3,555.5% | +2,978.7% |
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 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