+107.9%
FN vs KMX
-14.1%
+122.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | +1.5% | -5.6% | -4.3% |
| 30D | -28.3% | +3.0% | -31.3% | -29.1% |
| 3M | -33.9% | -7.8% | -26.1% | -33.0% |
| 6M | -43.9% | +34.3% | -78.2% | -49.1% |
| YTD | -23.4% | +40.2% | -63.7% | -32.7% |
| 1Y | -25.4% | +63.0% | -88.4% | -37.8% |
| 3Y | +107.9% | -14.5% | +122.4% | +113.7% |
| All | +107.9% | -14.1% | +122.0% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling