+270.5%
FTI vs KMX
-25.1%
+295.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | +1.5% | +4.4% | -3.0% | +0.7% |
| 3M | +8.2% | +18.9% | -10.7% | +4.6% |
| 6M | +18.8% | +44.3% | -25.5% | +10.2% |
| YTD | +71.7% | +58.7% | +13.0% | +55.3% |
| 1Y | +90.0% | +0.1% | +89.9% | +89.2% |
| 3Y | +270.5% | -24.4% | +294.9% | +289.0% |
| All | +270.5% | -25.1% | +295.6% | +289.0% |
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 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