+1,076.0%
BAH vs KMX
+61.5%
+1,014.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | +20.4% | +3.5% | +16.9% | +19.5% |
| 3M | +11.9% | -10.4% | +22.3% | +13.8% |
| 6M | +17.1% | +37.6% | -20.5% | +9.3% |
| YTD | +5.5% | +36.1% | -30.5% | -2.1% |
| 1Y | +5.6% | +52.8% | -47.1% | -4.2% |
| 3Y | -26.5% | -17.0% | -9.5% | -28.3% |
| 5Y | +6.5% | -64.7% | +71.1% | +20.6% |
| 10Y | +203.0% | -4.0% | +207.0% | +149.0% |
| All | +1,076.0% | +61.5% | +1,014.4% | +655.6% |
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