+415.5%
BA vs KMX
+391.9%
+23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.7% |
| 7D | -1.7% | -4.1% | +2.4% | -0.9% |
| 30D | -9.5% | +2.9% | -12.3% | -10.3% |
| 3M | -26.5% | -7.0% | -19.5% | -25.6% |
| 6M | -27.4% | +34.1% | -61.5% | -32.7% |
| YTD | -20.6% | +40.0% | -60.6% | -27.8% |
| 1Y | -11.4% | +67.2% | -78.6% | -22.8% |
| 3Y | -10.8% | -13.4% | +2.6% | -13.1% |
| 5Y | -21.9% | -65.1% | +43.1% | -9.6% |
| 10Y | +28.1% | +6.9% | +21.3% | +19.7% |
| All | +415.5% | +391.9% | +23.6% | +260.2% |
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