-1.6%
KMX vs FIGR
+5.9%
-7.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.9% | +14.9% | -16.7% | -2.8% |
| 30D | +2.6% | +32.3% | -29.7% | +0.4% |
| 3M | +25.6% | +34.8% | -9.2% | +22.3% |
| 6M | +41.9% | +16.8% | +25.1% | +38.9% |
| YTD | +56.0% | -6.7% | +62.7% | +55.2% |
| All | -1.6% | +5.9% | -7.5% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling