-93.2%
FRMI vs KMX
+35.0%
-128.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.3% | -13.9% | -11.2% |
| 7D | -39.7% | +2.1% | -41.9% | -40.0% |
| 30D | -55.2% | +0.5% | -55.7% | -55.3% |
| 3M | -71.2% | -4.1% | -67.0% | -71.1% |
| 6M | -64.1% | +49.5% | -113.6% | -66.7% |
| YTD | -77.2% | +42.7% | -120.0% | -78.9% |
| 1Y | -93.2% | +35.3% | -128.5% | -93.6% |
| All | -93.2% | +35.0% | -128.1% | -93.6% |
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