-3.8%
BAH vs KMX
-52.4%
+48.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | -4.5% | +4.1% | -8.6% | -4.9% |
| 3M | -7.6% | +27.5% | -35.1% | -10.1% |
| 6M | -10.6% | +43.6% | -54.2% | -14.4% |
| YTD | -12.6% | +56.8% | -69.3% | -17.0% |
| 1Y | -27.0% | -1.3% | -25.7% | -28.1% |
| 3Y | -31.5% | -25.4% | -6.1% | -31.7% |
| 5Y | -3.8% | -53.9% | +50.1% | -1.9% |
| All | -3.8% | -52.4% | +48.6% | -1.9% |
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 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