-50.2%
FSLY vs KMX
-54.2%
+3.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.8% |
| 7D | +11.2% | -1.9% | +13.0% | +11.8% |
| 30D | -18.2% | +2.6% | -20.7% | -19.1% |
| 3M | +21.9% | +25.6% | -3.7% | +10.3% |
| 6M | +4.0% | +41.9% | -37.8% | -11.3% |
| YTD | +123.1% | +56.0% | +67.1% | +75.1% |
| 1Y | +196.9% | -1.8% | +198.6% | +189.6% |
| 3Y | -1.3% | -25.7% | +24.5% | +8.9% |
| 5Y | -50.2% | -54.7% | +4.5% | -27.9% |
| All | -50.2% | -54.2% | +3.9% | -27.9% |
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