+897.2%
BBWI vs KMX
+450.6%
+446.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -6.2% | +4.1% | -10.3% | -7.5% |
| 3M | +4.3% | +27.5% | -23.2% | -3.8% |
| 6M | -7.2% | +43.6% | -50.7% | -18.0% |
| YTD | -3.0% | +56.8% | -59.8% | -16.9% |
| 1Y | -30.8% | -1.3% | -29.4% | -33.1% |
| 3Y | -43.4% | -25.4% | -18.0% | -41.1% |
| 5Y | -66.7% | -53.9% | -12.8% | -61.2% |
| 10Y | -55.7% | +0.7% | -56.3% | -57.1% |
| All | +897.2% | +450.6% | +446.6% | +500.7% |
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