-3.2%
FSLY vs KMX
-26.3%
+23.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.7% |
| 7D | +11.2% | -1.9% | +13.0% | +11.3% |
| 30D | -18.2% | +2.6% | -20.7% | -18.3% |
| 3M | +21.9% | +25.6% | -3.7% | +19.4% |
| 6M | +4.0% | +41.9% | -37.8% | +1.3% |
| YTD | +123.1% | +56.0% | +67.1% | +108.5% |
| 1Y | +196.9% | -1.8% | +198.6% | +232.9% |
| All | -3.2% | -26.3% | +23.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling