+883.7%
BAH vs KMX
+94.4%
+789.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -3.2% | +1.9% | -5.1% | -3.6% |
| 30D | +2.0% | +11.7% | -9.7% | -0.1% |
| 3M | -7.6% | +34.9% | -42.5% | -13.1% |
| 6M | -5.7% | +50.3% | -55.9% | -13.6% |
| YTD | -11.7% | +63.8% | -75.5% | -20.6% |
| 1Y | -27.4% | +3.8% | -31.2% | -29.8% |
| 3Y | -32.5% | -24.3% | -8.3% | -32.6% |
| 5Y | -3.3% | -50.2% | +46.9% | +1.6% |
| 10Y | +186.0% | +5.4% | +180.6% | +132.7% |
| All | +883.7% | +94.4% | +789.2% | +512.6% |
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