-30.7%
FSLY vs KMX
-29.4%
-1.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | +4.9% | +3.4% | +1.5% | +3.6% |
| 30D | -33.5% | +6.8% | -40.3% | -35.1% |
| 3M | -44.6% | -11.4% | -33.3% | -42.7% |
| 6M | -9.2% | +43.6% | -52.8% | -21.5% |
| YTD | +63.3% | +37.7% | +25.5% | +37.4% |
| 1Y | +45.3% | +53.0% | -7.7% | +16.8% |
| 3Y | +3.7% | -16.3% | +20.1% | +2.4% |
| 5Y | -67.2% | -64.2% | -2.9% | -55.9% |
| All | -30.7% | -29.4% | -1.3% | -9.8% |
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 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