+15,041.0%
BBY vs KMX
+448.1%
+14,592.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +1.2% | -1.9% | +3.0% | +1.7% |
| 30D | +6.8% | +2.6% | +4.2% | +5.9% |
| 3M | +18.7% | +25.6% | -6.8% | +10.4% |
| 6M | +37.3% | +41.9% | -4.6% | +22.0% |
| YTD | +35.3% | +56.0% | -20.7% | +16.5% |
| 1Y | +20.7% | -1.8% | +22.4% | +16.2% |
| 3Y | +39.4% | -25.7% | +65.2% | +43.4% |
| 5Y | -1.5% | -54.7% | +53.3% | +13.5% |
| 10Y | +239.8% | +9.2% | +230.6% | +199.1% |
| All | +15,041.0% | +448.1% | +14,592.9% | +8,452.6% |
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