+381.3%
BAC vs KMX
+475.4%
-94.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -0.4% | +11.7% | -12.1% | -3.5% |
| 3M | +16.9% | +34.9% | -18.0% | +6.8% |
| 6M | +26.6% | +50.3% | -23.7% | +11.3% |
| YTD | +15.8% | +63.8% | -48.0% | -1.2% |
| 1Y | +27.2% | +3.8% | +23.3% | +20.0% |
| 3Y | +132.4% | -24.3% | +156.7% | +133.7% |
| 5Y | +72.6% | -50.2% | +122.8% | +86.3% |
| 10Y | +389.7% | +5.4% | +384.4% | +318.2% |
| All | +381.3% | +475.4% | -94.1% | +159.9% |
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