-68.0%
BBWI vs KMX
-65.0%
-3.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.9% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +17.1% | +3.5% | +13.6% | +15.5% |
| 3M | +17.5% | -10.4% | +27.9% | +22.6% |
| 6M | +12.8% | +37.6% | -24.8% | -4.1% |
| YTD | +8.2% | +36.1% | -27.9% | -9.8% |
| 1Y | -1.8% | +52.8% | -54.6% | -22.5% |
| 3Y | -25.8% | -17.0% | -8.7% | -24.4% |
| 5Y | -68.0% | -64.7% | -3.4% | -51.5% |
| All | -68.0% | -65.0% | -3.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling