+279.4%
BAX vs KMX
+392.6%
-113.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.6% | +1.5% | +2.1% | +3.5% |
| 30D | +8.5% | +3.0% | +5.5% | +8.0% |
| 3M | -4.9% | -7.8% | +2.9% | -4.3% |
| 6M | +47.0% | +34.3% | +12.7% | +41.9% |
| YTD | +38.4% | +40.2% | -1.8% | +33.0% |
| 1Y | +49.1% | +63.0% | -13.8% | +41.2% |
| 3Y | -14.9% | -14.5% | -0.4% | -15.1% |
| 5Y | -63.1% | -64.3% | +1.2% | -60.9% |
| 10Y | -35.6% | +2.8% | -38.4% | -38.7% |
| All | +279.4% | +392.6% | -113.3% | +254.7% |
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