+69.0%
FROG vs KMX
-49.0%
+118.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.9% |
| 7D | +26.8% | -2.3% | +29.1% | +27.7% |
| 30D | +10.6% | +6.3% | +4.3% | +8.2% |
| 3M | +27.2% | -7.4% | +34.6% | +28.6% |
| 6M | +58.7% | +37.9% | +20.8% | +41.0% |
| YTD | +75.3% | +39.5% | +35.9% | +52.5% |
| 1Y | +71.1% | +57.9% | +13.2% | +42.5% |
| 3Y | +319.6% | -15.0% | +334.5% | +305.5% |
| 5Y | +195.7% | -64.1% | +259.8% | +241.6% |
| All | +69.0% | -49.0% | +118.0% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling