+8.1%
FPS vs KMX
+35.5%
-27.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.2% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | -18.6% | +11.7% | -30.2% | -20.9% |
| 3M | -51.5% | +34.9% | -86.4% | -55.6% |
| 6M | -8.5% | +50.3% | -58.8% | -22.0% |
| All | +8.1% | +35.5% | -27.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling