-54.4%
FPS vs KMX
+35.4%
-89.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +7.1% |
| 7D | -24.5% | -7.4% | -17.1% | -24.1% |
| 30D | -52.1% | -3.4% | -48.7% | -52.0% |
| 3M | -48.4% | -11.3% | -37.0% | -48.2% |
| 6M | -54.4% | +30.6% | -84.9% | -62.0% |
| All | -54.4% | +35.4% | -89.8% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling