+39.8%
FTV vs KMX
-14.8%
+54.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +3.9% | +3.4% | +0.5% | +3.2% |
| 30D | +18.7% | +6.8% | +11.8% | +17.0% |
| 3M | +10.0% | -11.4% | +21.4% | +12.4% |
| 6M | +14.6% | +43.6% | -29.0% | +4.7% |
| YTD | +23.4% | +37.7% | -14.3% | +12.6% |
| 1Y | +31.3% | +53.0% | -21.7% | +16.8% |
| 3Y | +39.8% | -16.3% | +56.1% | +47.1% |
| All | +39.8% | -14.8% | +54.6% | +47.1% |
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