+804.7%
FN vs KMX
+2.4%
+802.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.0% |
| 7D | +8.0% | -2.3% | +10.3% | +8.9% |
| 30D | -19.1% | +6.3% | -25.5% | -20.9% |
| 3M | -29.8% | -7.4% | -22.5% | -28.8% |
| 6M | -43.2% | +37.9% | -81.1% | -49.1% |
| YTD | -18.9% | +39.5% | -58.4% | -28.8% |
| 1Y | -17.9% | +57.9% | -75.7% | -30.7% |
| 3Y | +120.1% | -15.0% | +135.1% | +117.4% |
| 5Y | +206.7% | -64.1% | +270.8% | +275.0% |
| 10Y | +804.7% | -1.6% | +806.3% | +737.3% |
| All | +804.7% | +2.4% | +802.3% | +737.3% |
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