-16.1%
BA vs KMX
-15.8%
-0.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | -8.0% | +3.5% | -11.5% | -8.7% |
| 3M | -25.8% | -10.4% | -15.4% | -24.6% |
| 6M | -27.6% | +37.6% | -65.2% | -32.3% |
| YTD | -21.0% | +36.1% | -57.1% | -26.9% |
| 1Y | -12.3% | +52.8% | -65.0% | -20.9% |
| All | -16.1% | -15.8% | -0.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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