+175.6%
FN vs KMX
-64.6%
+240.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -7.6% |
| 7D | +0.3% | +3.4% | -3.1% | -0.4% |
| 30D | -16.5% | +6.8% | -23.4% | -18.3% |
| 3M | -42.1% | -11.4% | -30.7% | -40.8% |
| 6M | -52.9% | +43.6% | -96.4% | -57.8% |
| YTD | -28.0% | +37.7% | -65.7% | -35.9% |
| 1Y | -18.5% | +53.0% | -71.5% | -29.8% |
| 3Y | +93.9% | -16.3% | +110.2% | +95.7% |
| All | +175.6% | -64.6% | +240.2% | +239.8% |
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