+2,432.1%
FTAI vs KMX
-16.2%
+2,448.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.7% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -13.6% | +2.6% | -16.2% | -14.5% |
| 3M | -20.6% | +25.6% | -46.2% | -27.2% |
| 6M | -32.6% | +41.9% | -74.4% | -41.2% |
| YTD | -5.4% | +56.0% | -61.4% | -20.7% |
| 1Y | +12.9% | -1.8% | +14.7% | +8.3% |
| 3Y | +428.1% | -25.7% | +453.9% | +444.6% |
| 5Y | +863.0% | -54.7% | +917.8% | +1,016.3% |
| 10Y | +3,092.6% | +9.2% | +3,083.4% | +2,581.0% |
| All | +2,432.1% | -16.2% | +2,448.3% | +2,082.5% |
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 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