+1,012.3%
BBWI vs KMX
+378.0%
+634.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.2% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +17.1% | +3.5% | +13.6% | +16.1% |
| 3M | +17.5% | -10.4% | +27.9% | +21.1% |
| 6M | +12.8% | +37.6% | -24.8% | +1.6% |
| YTD | +8.2% | +36.1% | -27.9% | -3.3% |
| 1Y | -1.8% | +52.8% | -54.6% | -15.2% |
| 3Y | -25.8% | -17.0% | -8.7% | -24.7% |
| 5Y | -68.0% | -64.7% | -3.4% | -59.7% |
| 10Y | -47.6% | -4.0% | -43.6% | -48.2% |
| All | +1,012.3% | +378.0% | +634.3% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling