+289.3%
FN vs KMX
-50.1%
+339.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -22.0% | +11.7% | -33.7% | -24.1% |
| 3M | -43.0% | +34.9% | -77.9% | -47.5% |
| 6M | -27.7% | +50.3% | -78.0% | -35.9% |
| YTD | -10.5% | +63.8% | -74.3% | -23.2% |
| 1Y | +12.5% | +3.8% | +8.7% | +8.1% |
| 3Y | +153.8% | -24.3% | +178.1% | +162.6% |
| All | +289.3% | -50.1% | +339.4% | +348.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling