+2,943.1%
FN vs KMX
+139.4%
+2,803.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +12.3% |
| 7D | 0.0% | -7.4% | +7.3% | +2.0% |
| 30D | -34.3% | -3.4% | -30.9% | -34.0% |
| 3M | -39.9% | -11.3% | -28.5% | -38.2% |
| 6M | -51.8% | +30.6% | -82.4% | -56.7% |
| YTD | -28.1% | +33.2% | -61.4% | -36.9% |
| 1Y | -29.1% | +66.7% | -95.8% | -42.3% |
| 3Y | +102.4% | -22.1% | +124.5% | +103.1% |
| 5Y | +171.7% | -66.7% | +238.4% | +242.6% |
| 10Y | +773.5% | +1.9% | +771.6% | +575.9% |
| All | +2,943.1% | +139.4% | +2,803.6% | +1,659.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling