-14.9%
BAX vs KMX
-14.1%
-0.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.6% | +1.5% | +2.1% | +3.2% |
| 30D | +8.5% | +3.0% | +5.5% | +7.2% |
| 3M | -4.9% | -7.8% | +2.9% | -3.4% |
| 6M | +47.0% | +34.3% | +12.7% | +33.4% |
| YTD | +38.4% | +40.2% | -1.8% | +24.0% |
| 1Y | +49.1% | +63.0% | -13.8% | +28.6% |
| 3Y | -14.9% | -14.5% | -0.4% | -14.9% |
| All | -14.9% | -14.1% | -0.8% | -14.9% |
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 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