+75.3%
FROG vs KMX
-49.6%
+125.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | +12.5% | +3.4% | +9.1% | +11.5% |
| 30D | +23.5% | +6.8% | +16.7% | +20.6% |
| 3M | +19.4% | -11.4% | +30.8% | +22.2% |
| 6M | +77.0% | +43.6% | +33.4% | +55.2% |
| YTD | +81.9% | +37.7% | +44.1% | +58.7% |
| 1Y | +90.7% | +53.0% | +37.7% | +60.4% |
| 3Y | +328.5% | -16.3% | +344.8% | +316.0% |
| 5Y | +207.0% | -64.2% | +271.3% | +255.4% |
| All | +75.3% | -49.6% | +125.0% | +99.9% |
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 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