+50.8%
BB vs KMX
-26.0%
+76.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -12.4% | +4.1% | -16.5% | -13.4% |
| 3M | -15.3% | +27.5% | -42.8% | -20.9% |
| 6M | +128.8% | +43.6% | +85.2% | +104.7% |
| YTD | +107.7% | +56.8% | +50.9% | +80.4% |
| 1Y | +103.9% | -1.3% | +105.2% | +99.5% |
| All | +50.8% | -26.0% | +76.8% | +47.9% |
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