+201.7%
BAH vs KMX
+10.2%
+191.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +2.4% | -3.4% | +5.8% | +3.0% |
| 30D | -2.9% | +4.0% | -7.0% | -3.6% |
| 3M | -1.3% | +24.8% | -26.1% | -5.2% |
| 6M | -0.9% | +43.6% | -44.5% | -7.4% |
| YTD | -8.2% | +56.6% | -64.9% | -15.6% |
| 1Y | -24.0% | +2.2% | -26.2% | -25.9% |
| 3Y | -28.1% | -25.4% | -2.6% | -28.0% |
| 5Y | +2.5% | -55.0% | +57.5% | +10.0% |
| All | +201.7% | +10.2% | +191.5% | +134.1% |
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