-14.2%
FSLY vs KMX
-16.0%
+1.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -10.6% | +1.9% | -12.5% | -11.2% |
| 30D | -20.9% | +11.7% | -32.6% | -23.9% |
| 3M | +3.4% | +34.9% | -31.5% | -7.6% |
| 6M | +2.7% | +50.3% | -47.5% | -12.5% |
| YTD | +102.3% | +63.8% | +38.5% | +61.4% |
| 1Y | +182.1% | +3.8% | +178.2% | +165.5% |
| 3Y | -14.6% | -24.3% | +9.7% | -9.0% |
| 5Y | -55.9% | -50.2% | -5.7% | -46.3% |
| All | -14.2% | -16.0% | +1.9% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling