+49.0%
FND vs KMX
-11.2%
+60.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.9% |
| 7D | -6.8% | +3.4% | -10.2% | -8.5% |
| 30D | +8.0% | +6.8% | +1.2% | +4.2% |
| 3M | -18.9% | -11.4% | -7.6% | -13.6% |
| 6M | +4.7% | +43.6% | -38.9% | -15.7% |
| YTD | -21.6% | +37.7% | -59.3% | -37.4% |
| 1Y | -22.0% | +53.0% | -75.0% | -41.6% |
| 3Y | -40.4% | -16.3% | -24.1% | -40.4% |
| 5Y | -63.8% | -64.2% | +0.4% | -43.2% |
| All | +49.0% | -11.2% | +60.2% | +37.9% |
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