+860.4%
FN vs KMX
+6.1%
+854.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.2% |
| 30D | -22.0% | +11.7% | -33.7% | -24.4% |
| 3M | -43.0% | +34.9% | -77.9% | -48.1% |
| 6M | -27.7% | +50.3% | -78.0% | -36.8% |
| YTD | -10.5% | +63.8% | -74.3% | -24.4% |
| 1Y | +12.5% | +3.8% | +8.7% | +6.8% |
| 3Y | +153.8% | -24.3% | +178.1% | +159.7% |
| 5Y | +288.0% | -50.2% | +338.2% | +331.9% |
| All | +860.4% | +6.1% | +854.3% | +742.0% |
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 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