-21.7%
FN vs KMX
+68.9%
-90.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +11.6% |
| 7D | +16.3% | -4.1% | +20.4% | +16.3% |
| 30D | -24.7% | +2.9% | -27.6% | -25.0% |
| 3M | -34.9% | -7.0% | -27.9% | -34.8% |
| 6M | -41.1% | +34.1% | -75.2% | -42.9% |
| YTD | -19.6% | +40.0% | -59.7% | -21.5% |
| All | -21.7% | +68.9% | -90.6% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling