+4.1%
BBWI vs KMX
+35.0%
-30.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.2% |
| 7D | +8.8% | +2.1% | +6.7% | +8.2% |
| 30D | +34.8% | +0.5% | +34.3% | +34.5% |
| 3M | +12.9% | -4.1% | +17.0% | +13.6% |
| 6M | +29.6% | +49.5% | -19.9% | +14.6% |
| YTD | +20.8% | +42.7% | -21.9% | +6.9% |
| 1Y | +4.1% | +35.3% | -31.2% | -7.6% |
| All | +4.1% | +35.0% | -30.9% | -7.6% |
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