+92.4%
FOXA vs KMX
+2.9%
+89.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +0.8% |
| 7D | +0.8% | -3.1% | +3.9% | +1.6% |
| 30D | +5.0% | +4.4% | +0.6% | +3.8% |
| 3M | -3.0% | +18.9% | -21.9% | -7.9% |
| 6M | +14.8% | +44.3% | -29.5% | +2.4% |
| YTD | -8.9% | +58.7% | -67.6% | -21.3% |
| 1Y | +13.3% | +0.1% | +13.2% | +9.4% |
| 3Y | +115.4% | -24.4% | +139.8% | +119.0% |
| 5Y | +95.3% | -54.4% | +149.7% | +124.6% |
| All | +92.4% | +2.9% | +89.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling