-83.1%
FRMI vs KMX
+35.5%
-118.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +7.4% | -3.1% | +10.5% | +7.8% |
| 30D | -27.6% | +4.4% | -32.1% | -28.1% |
| 3M | -20.9% | +18.9% | -39.8% | -23.2% |
| 6M | -36.6% | +44.3% | -80.9% | -41.1% |
| YTD | -31.3% | +58.7% | -89.9% | -35.2% |
| All | -83.1% | +35.5% | -118.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling