+177.8%
FROG vs KMX
-64.7%
+242.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +17.0% | +1.5% | +15.5% | +16.5% |
| 30D | +1.3% | +3.0% | -1.7% | -0.1% |
| 3M | +17.5% | -7.8% | +25.3% | +19.1% |
| 6M | +46.8% | +34.3% | +12.4% | +30.0% |
| YTD | +65.8% | +40.2% | +25.5% | +41.8% |
| 1Y | +61.0% | +63.0% | -2.0% | +29.9% |
| 3Y | +296.7% | -14.5% | +311.2% | +278.8% |
| 5Y | +177.8% | -64.3% | +242.2% | +296.8% |
| All | +177.8% | -64.7% | +242.5% | +296.8% |
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