+12,471.5%
FIX vs KMX
+788.3%
+11,683.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +6.0% | +1.9% | +4.1% | +5.6% |
| 30D | -7.2% | +11.7% | -18.9% | -9.3% |
| 3M | -15.9% | +34.9% | -50.7% | -21.0% |
| 6M | +12.7% | +50.3% | -37.5% | +2.9% |
| YTD | +72.8% | +63.8% | +9.0% | +54.4% |
| 1Y | +122.9% | +3.8% | +119.1% | +114.7% |
| 3Y | +774.3% | -24.3% | +798.6% | +783.6% |
| 5Y | +2,049.5% | -50.2% | +2,099.7% | +2,189.4% |
| 10Y | +5,821.5% | +5.4% | +5,816.1% | +5,335.3% |
| All | +12,471.5% | +788.3% | +11,683.2% | +9,432.5% |
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