+270.9%
BAX vs KMX
+475.4%
-204.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -1.1% | +1.9% | -3.0% | -1.3% |
| 30D | -5.5% | +11.7% | -17.1% | -6.6% |
| 3M | +33.5% | +34.9% | -1.3% | +29.2% |
| 6M | +35.9% | +50.3% | -14.4% | +29.7% |
| YTD | +35.4% | +63.8% | -28.4% | +28.2% |
| 1Y | +9.8% | +3.8% | +5.9% | +8.1% |
| 3Y | -32.7% | -24.3% | -8.5% | -32.2% |
| 5Y | -65.6% | -50.2% | -15.3% | -64.6% |
| 10Y | -34.9% | +5.4% | -40.3% | -38.3% |
| All | +270.9% | +475.4% | -204.5% | +241.9% |
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 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