-1.2%
KMX vs FIGR
+1.6%
-2.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.6% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | +4.0% | +31.4% | -27.3% | +1.9% |
| 3M | +24.8% | +30.3% | -5.5% | +21.8% |
| 6M | +43.6% | -7.6% | +51.2% | +42.5% |
| YTD | +56.6% | -10.5% | +67.1% | +56.2% |
| All | -1.2% | +1.6% | -2.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling