+2,112.4%
FTI vs KMX
+869.1%
+1,243.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +12.3% | +4.1% | +8.2% | +10.8% |
| 3M | +13.8% | +27.5% | -13.8% | +4.0% |
| 6M | +24.3% | +43.6% | -19.3% | +8.0% |
| YTD | +75.8% | +56.8% | +19.0% | +47.4% |
| 1Y | +99.6% | -1.3% | +101.0% | +88.9% |
| 3Y | +278.4% | -25.4% | +303.8% | +280.3% |
| 5Y | +1,168.7% | -53.9% | +1,222.6% | +1,305.8% |
| 10Y | +297.5% | +0.7% | +296.9% | +231.9% |
| All | +2,112.4% | +869.1% | +1,243.3% | +765.6% |
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 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