+7,843.3%
FIX vs KMX
+622.5%
+7,220.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.6% | +5.9% |
| 7D | -17.5% | -7.4% | -10.1% | -16.4% |
| 30D | -41.6% | -3.4% | -38.2% | -41.4% |
| 3M | -40.6% | -11.3% | -29.3% | -39.6% |
| 6M | -49.4% | +30.6% | -79.9% | -52.5% |
| YTD | +9.2% | +33.2% | -24.1% | +1.0% |
| 1Y | +6.5% | +66.7% | -60.3% | -6.0% |
| 3Y | +448.7% | -22.1% | +470.8% | +451.1% |
| 5Y | +948.7% | -66.7% | +1,015.4% | +1,102.2% |
| 10Y | +3,659.7% | +1.9% | +3,657.8% | +3,381.9% |
| All | +7,843.3% | +622.5% | +7,220.8% | +6,138.7% |
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 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