-44.9%
KMX vs FGI
-69.8%
+24.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.3% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +4.1% | +65.2% | -61.1% | +2.6% |
| 3M | +27.5% | +30.2% | -2.7% | +25.8% |
| 6M | +43.6% | +87.8% | -44.2% | +39.8% |
| YTD | +56.8% | +32.5% | +24.3% | +53.6% |
| 1Y | -1.3% | +93.6% | -94.9% | -5.5% |
| 3Y | -25.4% | -2.6% | -22.8% | -27.4% |
| All | -44.9% | -69.8% | +24.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling