-1.9%
FTV vs KMX
-54.8%
+53.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -5.2% | -3.4% | -1.8% | -4.5% |
| 30D | -11.5% | +4.0% | -15.5% | -12.4% |
| 3M | -9.0% | +24.8% | -33.8% | -14.3% |
| 6M | -2.0% | +43.6% | -45.6% | -11.7% |
| YTD | -0.9% | +56.6% | -57.6% | -12.9% |
| 1Y | +14.8% | +2.2% | +12.6% | +11.1% |
| 3Y | -5.5% | -25.4% | +19.9% | -2.5% |
| 5Y | -1.9% | -55.0% | +53.1% | +11.2% |
| All | -1.9% | -54.8% | +53.0% | +11.2% |
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