+99.5%
BB vs KMX
-0.2%
+99.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -2.1% | -3.4% | +1.3% | -1.8% |
| 30D | -16.0% | +4.0% | -20.1% | -16.4% |
| 3M | -14.5% | +24.8% | -39.3% | -16.3% |
| 6M | +118.6% | +43.6% | +74.9% | +108.9% |
| YTD | +98.9% | +56.6% | +42.3% | +91.0% |
| 1Y | +99.5% | +2.2% | +97.2% | +73.6% |
| All | +99.5% | -0.2% | +99.7% | +73.6% |
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