+1,028.6%
BBWI vs KMX
+383.8%
+644.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +0.1% | +3.4% | -3.2% | -0.9% |
| 30D | +12.9% | +6.8% | +6.1% | +10.9% |
| 3M | +16.0% | -11.4% | +27.4% | +20.0% |
| 6M | +16.6% | +43.6% | -27.0% | +3.7% |
| YTD | +9.7% | +37.7% | -28.0% | -2.3% |
| 1Y | +1.5% | +53.0% | -51.5% | -12.4% |
| 3Y | -21.4% | -16.3% | -5.0% | -20.4% |
| 5Y | -67.6% | -64.2% | -3.3% | -59.3% |
| 10Y | -46.8% | -2.8% | -44.0% | -47.6% |
| All | +1,028.6% | +383.8% | +644.8% | +606.2% |
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