+1.3%
BBY vs KMX
-54.8%
+56.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.8% |
| 30D | +9.4% | +4.4% | +5.0% | +7.5% |
| 3M | +19.3% | +18.9% | +0.4% | +10.9% |
| 6M | +47.9% | +44.3% | +3.6% | +25.8% |
| YTD | +39.6% | +58.7% | -19.1% | +13.5% |
| 1Y | +22.2% | +0.1% | +22.1% | +16.7% |
| 3Y | +45.0% | -24.4% | +69.4% | +51.8% |
| All | +1.3% | -54.8% | +56.1% | +24.7% |
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 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