-32.0%
BAX vs KMX
-25.6%
-6.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -2.6% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.7% | +4.1% | -13.8% | -10.7% |
| 3M | +29.3% | +27.5% | +1.7% | +20.5% |
| 6M | +40.7% | +43.6% | -2.9% | +25.8% |
| YTD | +30.3% | +56.8% | -26.5% | +14.5% |
| 1Y | +3.4% | -1.3% | +4.7% | +0.6% |
| 3Y | -32.0% | -25.4% | -6.6% | -33.4% |
| All | -32.0% | -25.6% | -6.5% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling