-58.9%
BBWI vs KMX
+10.2%
-69.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.7% |
| 7D | -8.0% | -3.4% | -4.6% | -6.2% |
| 30D | -6.6% | +4.0% | -10.6% | -9.0% |
| 3M | -2.7% | +24.8% | -27.5% | -15.8% |
| 6M | -12.8% | +43.6% | -56.4% | -31.8% |
| YTD | -10.5% | +56.6% | -67.1% | -34.3% |
| 1Y | -35.3% | +2.2% | -37.6% | -41.4% |
| 3Y | -47.7% | -25.4% | -22.3% | -44.9% |
| 5Y | -68.9% | -55.0% | -13.9% | -57.4% |
| All | -58.9% | +10.2% | -69.0% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling