+397.7%
BAC vs KMX
+3.6%
+394.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.6% | -1.9% | +2.5% | +1.2% |
| 30D | -1.4% | +2.6% | -3.9% | -2.3% |
| 3M | +15.7% | +25.6% | -9.8% | +6.3% |
| 6M | +32.2% | +41.9% | -9.7% | +15.1% |
| YTD | +15.8% | +56.0% | -40.3% | -3.3% |
| 1Y | +27.3% | -1.8% | +29.0% | +21.7% |
| 3Y | +137.5% | -25.7% | +163.2% | +143.0% |
| 5Y | +73.1% | -54.7% | +127.8% | +103.5% |
| 10Y | +397.7% | +9.2% | +388.6% | +264.1% |
| All | +397.7% | +3.6% | +394.1% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling