+413.0%
BA vs KMX
+378.0%
+35.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | -8.0% | +3.5% | -11.5% | -8.9% |
| 3M | -25.8% | -10.4% | -15.4% | -24.3% |
| 6M | -27.6% | +37.6% | -65.2% | -33.3% |
| YTD | -21.0% | +36.1% | -57.1% | -27.7% |
| 1Y | -12.3% | +52.8% | -65.0% | -22.0% |
| 3Y | -12.8% | -17.0% | +4.3% | -14.2% |
| 5Y | -22.4% | -64.7% | +42.3% | -10.3% |
| 10Y | +24.6% | -4.0% | +28.6% | +18.6% |
| All | +413.0% | +378.0% | +35.0% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling