-84.3%
FRMI vs KMX
+39.8%
-124.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.2% |
| 7D | +2.4% | +1.9% | +0.5% | +2.1% |
| 30D | -17.3% | +11.7% | -29.0% | -18.5% |
| 3M | -17.2% | +34.9% | -52.0% | -20.7% |
| 6M | -43.4% | +50.3% | -93.6% | -47.5% |
| YTD | -36.0% | +63.8% | -99.8% | -39.8% |
| All | -84.3% | +39.8% | -124.1% | -86.0% |
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 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