+136.4%
BAC vs KMX
-25.6%
+162.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.7% | +4.1% | -4.8% | -1.6% |
| 3M | +16.9% | +27.5% | -10.6% | +10.8% |
| 6M | +29.6% | +43.6% | -14.0% | +18.8% |
| YTD | +15.3% | +56.8% | -41.5% | +3.0% |
| 1Y | +28.8% | -1.3% | +30.2% | +28.6% |
| 3Y | +136.4% | -25.4% | +161.8% | +136.8% |
| All | +136.4% | -25.6% | +162.0% | +136.8% |
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