+45.0%
BBY vs KMX
-25.1%
+70.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.7% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | +9.4% | +4.4% | +5.0% | +7.8% |
| 3M | +19.3% | +18.9% | +0.4% | +12.1% |
| 6M | +47.9% | +44.3% | +3.6% | +28.6% |
| YTD | +39.6% | +58.7% | -19.1% | +16.7% |
| 1Y | +22.2% | +0.1% | +22.1% | +19.2% |
| 3Y | +45.0% | -24.4% | +69.4% | +49.7% |
| All | +45.0% | -25.1% | +70.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling