-33.1%
BAX vs KMX
-2.3%
-30.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | -0.6% |
| 30D | +4.1% | +6.8% | -2.8% | +2.4% |
| 3M | -4.5% | -11.4% | +6.8% | -2.6% |
| 6M | +49.2% | +43.6% | +5.7% | +37.4% |
| YTD | +35.2% | +37.7% | -2.5% | +25.4% |
| 1Y | +38.3% | +53.0% | -14.7% | +25.7% |
| 3Y | -19.0% | -16.3% | -2.7% | -19.3% |
| 5Y | -64.2% | -64.2% | +0.1% | -60.2% |
| All | -33.1% | -2.3% | -30.8% | -35.8% |
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