+2,105.4%
FIX vs KMX
-50.1%
+2,155.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +6.0% | +1.9% | +4.1% | +5.5% |
| 30D | -7.2% | +11.7% | -18.9% | -10.0% |
| 3M | -15.9% | +34.9% | -50.7% | -22.9% |
| 6M | +12.7% | +50.3% | -37.5% | -0.8% |
| YTD | +72.8% | +63.8% | +9.0% | +47.2% |
| 1Y | +122.9% | +3.8% | +119.1% | +113.4% |
| 3Y | +774.3% | -24.3% | +798.6% | +799.5% |
| All | +2,105.4% | -50.1% | +2,155.5% | +2,402.0% |
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