+301.5%
FWONK vs KMX
+17.2%
+284.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.9% |
| 30D | -7.7% | +4.4% | -12.2% | -8.9% |
| 3M | +5.7% | +18.9% | -13.2% | +0.3% |
| 6M | +13.5% | +44.3% | -30.8% | +1.2% |
| YTD | -3.0% | +58.7% | -61.7% | -16.4% |
| 1Y | -6.4% | +0.1% | -6.5% | -10.0% |
| 3Y | +43.8% | -24.4% | +68.3% | +44.7% |
| 5Y | +98.6% | -54.4% | +153.0% | +124.7% |
| 10Y | +340.0% | +11.0% | +329.0% | +237.8% |
| All | +301.5% | +17.2% | +284.3% | +191.4% |
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 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