-25.9%
FPS vs KMX
+16.0%
-42.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | -20.9% | +1.5% | -22.4% | -20.9% |
| 30D | -46.3% | +3.0% | -49.3% | -46.7% |
| 3M | -42.9% | -7.8% | -35.1% | -42.4% |
| 6M | -46.8% | +34.3% | -81.1% | -52.5% |
| All | -25.9% | +16.0% | -42.0% | -33.9% |
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 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