-75.0%
FRSH vs KMX
-55.7%
-19.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.4% |
| 7D | -6.6% | -3.1% | -3.5% | -5.4% |
| 30D | +2.1% | +4.4% | -2.3% | +0.2% |
| 3M | +29.0% | +18.9% | +10.1% | +19.0% |
| 6M | +48.6% | +44.3% | +4.3% | +23.9% |
| YTD | -2.9% | +58.7% | -61.6% | -23.3% |
| 1Y | -7.9% | +0.1% | -8.0% | -12.4% |
| 3Y | -46.5% | -24.4% | -22.1% | -44.2% |
| All | -75.0% | -55.7% | -19.3% | -67.4% |
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