+90.0%
FTI vs KMX
+3.5%
+86.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -4.4% | -3.1% | -1.3% | -4.3% |
| 30D | +1.5% | +4.4% | -3.0% | +1.3% |
| 3M | +8.2% | +18.9% | -10.7% | +7.5% |
| 6M | +18.8% | +44.3% | -25.5% | +17.1% |
| YTD | +71.7% | +58.7% | +13.0% | +68.9% |
| 1Y | +90.0% | +0.1% | +89.9% | +79.6% |
| All | +90.0% | +3.5% | +86.6% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling