+2,625.3%
FN vs KMX
+144.7%
+2,480.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.6% | -9.6% | -12.9% |
| 7D | -16.0% | -6.4% | -9.6% | -14.5% |
| 30D | -40.1% | -4.9% | -35.2% | -39.6% |
| 3M | -43.9% | -7.2% | -36.7% | -43.1% |
| 6M | -55.6% | +41.2% | -96.8% | -61.0% |
| YTD | -35.7% | +36.1% | -71.8% | -43.8% |
| 1Y | -39.8% | +28.9% | -68.7% | -47.3% |
| 3Y | +80.3% | -21.5% | +101.7% | +80.7% |
| 5Y | +143.3% | -66.0% | +209.3% | +205.1% |
| 10Y | +682.3% | +4.1% | +678.2% | +501.9% |
| All | +2,625.3% | +144.7% | +2,480.7% | +1,466.8% |
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 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