+102.6%
BB vs KMX
+5.0%
+97.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -5.6% | +1.9% | -7.5% | -5.8% |
| 30D | -11.8% | +11.7% | -23.5% | -12.7% |
| 3M | -25.5% | +34.9% | -60.4% | -27.6% |
| 6M | +121.3% | +50.3% | +71.0% | +110.9% |
| YTD | +103.2% | +63.8% | +39.4% | +94.6% |
| 1Y | +102.6% | +3.8% | +98.8% | +72.3% |
| All | +102.6% | +5.0% | +97.6% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling