+1,072.7%
FTI vs KMX
-54.8%
+1,127.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.9% |
| 7D | -5.6% | -3.4% | -2.2% | -5.0% |
| 30D | +0.4% | +4.0% | -3.6% | -0.4% |
| 3M | +8.1% | +24.8% | -16.7% | +3.2% |
| 6M | +16.7% | +43.6% | -26.9% | +7.8% |
| YTD | +70.0% | +56.6% | +13.3% | +53.6% |
| 1Y | +85.4% | +2.2% | +83.2% | +80.6% |
| 3Y | +265.9% | -25.4% | +291.4% | +277.2% |
| 5Y | +1,072.7% | -55.0% | +1,127.8% | +1,201.4% |
| All | +1,072.7% | -54.8% | +1,127.6% | +1,201.4% |
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