-5.3%
FSLY vs KMX
-19.7%
+14.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +7.5% | -3.4% | +10.9% | +8.6% |
| 30D | -21.1% | +4.0% | -25.1% | -22.3% |
| 3M | +21.8% | +24.8% | -3.0% | +11.5% |
| 6M | -0.1% | +43.6% | -43.7% | -13.8% |
| YTD | +123.1% | +56.6% | +66.5% | +80.5% |
| 1Y | +208.6% | +2.2% | +206.3% | +189.9% |
| 3Y | -1.3% | -25.4% | +24.2% | +5.1% |
| 5Y | -48.4% | -55.0% | +6.7% | -35.3% |
| All | -5.3% | -19.7% | +14.4% | +18.5% |
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