-68.8%
BBWI vs KMX
-54.2%
-14.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.1% |
| 7D | -4.4% | -1.9% | -2.6% | -3.6% |
| 30D | -7.4% | +2.6% | -10.0% | -8.7% |
| 3M | -2.2% | +25.6% | -27.8% | -12.8% |
| 6M | -16.3% | +41.9% | -58.2% | -30.5% |
| YTD | -9.1% | +56.0% | -65.2% | -28.4% |
| 1Y | -34.5% | -1.8% | -32.7% | -37.4% |
| 3Y | -47.0% | -25.7% | -21.2% | -43.3% |
| 5Y | -68.8% | -54.7% | -14.1% | -59.1% |
| All | -68.8% | -54.2% | -14.7% | -59.1% |
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 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