+24.2%
FIX vs KMX
+55.6%
-31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +9.4% | +3.4% | +6.1% | +9.1% |
| 30D | -27.8% | +6.8% | -34.6% | -28.3% |
| 3M | -35.6% | -11.4% | -24.2% | -35.0% |
| 6M | -45.2% | +43.6% | -88.8% | -47.9% |
| YTD | +19.5% | +37.7% | -18.3% | +12.2% |
| 1Y | +24.2% | +53.0% | -28.7% | +11.2% |
| All | +24.2% | +55.6% | -31.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling