-23.7%
FPS vs KMX
+14.0%
-37.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.4% |
| 7D | +13.6% | +3.4% | +10.2% | +13.1% |
| 30D | -32.4% | +6.8% | -39.2% | -33.5% |
| 3M | -41.1% | -11.4% | -29.7% | -40.1% |
| 6M | -51.4% | +43.6% | -95.0% | -57.3% |
| All | -23.7% | +14.0% | -37.7% | -31.7% |
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