+289.1%
BAC vs KMX
+389.9%
-100.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -7.2% | +6.3% | -13.5% | -8.9% |
| 3M | -20.4% | -7.4% | -13.1% | -19.2% |
| 6M | +1.3% | +37.9% | -36.6% | -8.7% |
| YTD | -6.4% | +39.5% | -45.9% | -17.0% |
| 1Y | -3.5% | +57.9% | -61.4% | -17.5% |
| 3Y | +96.7% | -15.0% | +111.7% | +91.4% |
| 5Y | +20.6% | -64.1% | +84.7% | +42.5% |
| 10Y | +233.0% | -1.6% | +234.7% | +189.4% |
| All | +289.1% | +389.9% | -100.8% | +118.6% |
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