+56.7%
FND vs KMX
+5.6%
+51.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -5.2% | +1.9% | -7.1% | -6.1% |
| 30D | -19.9% | +11.7% | -31.6% | -24.8% |
| 3M | +2.7% | +34.9% | -32.2% | -14.0% |
| 6M | -21.7% | +50.3% | -71.9% | -39.5% |
| YTD | -17.5% | +63.8% | -81.3% | -40.0% |
| 1Y | -39.3% | +3.8% | -43.1% | -44.8% |
| 3Y | -49.8% | -24.3% | -25.5% | -46.8% |
| 5Y | -60.1% | -50.2% | -9.9% | -48.3% |
| All | +56.7% | +5.6% | +51.1% | +32.1% |
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