+153.9%
BBIO vs KMX
-25.1%
+179.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -3.2% | -3.1% | -0.1% | -2.5% |
| 30D | -13.6% | +4.4% | -18.0% | -14.7% |
| 3M | +7.2% | +18.9% | -11.7% | +1.8% |
| 6M | +1.5% | +44.3% | -42.8% | -9.5% |
| YTD | -5.3% | +58.7% | -64.0% | -18.7% |
| 1Y | +37.7% | +0.1% | +37.6% | +37.0% |
| 3Y | +153.9% | -24.4% | +178.3% | +142.8% |
| All | +153.9% | -25.1% | +179.0% | +142.8% |
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