-23.1%
KMX vs FGI
-4.4%
-18.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +1.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | +11.7% | +65.4% | -53.7% | +11.1% |
| 3M | +34.9% | +23.5% | +11.4% | +34.1% |
| 6M | +50.3% | +60.5% | -10.3% | +49.5% |
| YTD | +63.8% | +30.0% | +33.8% | +63.1% |
| 1Y | +3.8% | +82.1% | -78.2% | +3.3% |
| All | -23.1% | -4.4% | -18.8% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling