+0.1%
KMX vs FIGR
-3.1%
+3.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.6% |
| 7D | -3.1% | -3.0% | -0.1% | -3.0% |
| 30D | +4.4% | +13.7% | -9.2% | +3.3% |
| 3M | +18.9% | +23.9% | -5.0% | +16.4% |
| 6M | +44.3% | -8.4% | +52.7% | +43.3% |
| YTD | +58.7% | -14.6% | +73.3% | +58.7% |
| 1Y | +0.1% | +12.1% | -12.0% | -5.0% |
| All | +0.1% | -3.1% | +3.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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