+20.6%
BAC vs KMX
-64.5%
+85.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.4% |
| 30D | -7.2% | +6.3% | -13.5% | -8.6% |
| 3M | -20.4% | -7.4% | -13.1% | -19.4% |
| 6M | +1.3% | +37.9% | -36.6% | -7.3% |
| YTD | -6.4% | +39.5% | -45.9% | -15.7% |
| 1Y | -3.5% | +57.9% | -61.4% | -15.9% |
| 3Y | +96.7% | -15.0% | +111.7% | +95.8% |
| 5Y | +20.6% | -64.1% | +84.7% | +44.7% |
| All | +20.6% | -64.5% | +85.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling