+173.5%
FN vs KMX
-66.8%
+240.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +12.1% |
| 7D | 0.0% | -7.4% | +7.3% | +1.5% |
| 30D | -34.3% | -3.4% | -30.9% | -34.1% |
| 3M | -39.9% | -11.3% | -28.5% | -38.5% |
| 6M | -51.8% | +30.6% | -82.4% | -55.9% |
| YTD | -28.1% | +33.2% | -61.4% | -35.6% |
| 1Y | -29.1% | +66.7% | -95.8% | -40.6% |
| 3Y | +102.4% | -22.1% | +124.5% | +107.7% |
| All | +173.5% | -66.8% | +240.3% | +240.0% |
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 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