+300.1%
BB vs KMX
+2,712.9%
-2,412.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -5.6% | +1.9% | -7.5% | -6.1% |
| 30D | -11.8% | +11.7% | -23.5% | -14.6% |
| 3M | -25.5% | +34.9% | -60.4% | -32.1% |
| 6M | +121.3% | +50.3% | +71.0% | +94.1% |
| YTD | +103.2% | +63.8% | +39.4% | +72.9% |
| 1Y | +102.6% | +3.8% | +98.8% | +91.0% |
| 3Y | +37.5% | -24.3% | +61.8% | +39.1% |
| 5Y | -30.4% | -50.2% | +19.8% | -22.9% |
| 10Y | 0.0% | +5.4% | -5.4% | -12.3% |
| All | +300.1% | +2,712.9% | -2,412.8% | +48.0% |
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