-82.4%
FRMI vs KMX
+33.8%
-116.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.3% | +15.8% | +12.0% |
| 7D | +23.3% | -0.7% | +24.0% | +23.3% |
| 30D | -7.6% | +4.1% | -11.7% | -8.2% |
| 3M | +0.2% | +27.5% | -27.3% | -3.6% |
| 6M | -28.7% | +43.6% | -72.3% | -33.7% |
| YTD | -28.6% | +56.8% | -85.4% | -32.6% |
| All | -82.4% | +33.8% | -116.2% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling