+534.7%
BA vs KMX
+475.4%
+59.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | -11.6% | +11.7% | -23.3% | -13.8% |
| 3M | -2.4% | +34.9% | -37.3% | -9.1% |
| 6M | -6.6% | +50.3% | -56.9% | -15.6% |
| YTD | -2.2% | +63.8% | -66.0% | -13.8% |
| 1Y | -8.0% | +3.8% | -11.9% | -12.0% |
| 3Y | -5.0% | -24.3% | +19.3% | -4.5% |
| 5Y | -2.7% | -50.2% | +47.5% | +4.5% |
| 10Y | +75.9% | +5.4% | +70.5% | +63.6% |
| All | +534.7% | +475.4% | +59.4% | +330.2% |
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