+56.7%
BDX vs KMX
+11.6%
+45.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -3.2% | -3.1% | 0.0% | -2.7% |
| 30D | -2.5% | +4.4% | -7.0% | -3.2% |
| 3M | +21.4% | +18.9% | +2.5% | +18.3% |
| 6M | +10.4% | +44.3% | -33.9% | +4.4% |
| YTD | +18.8% | +58.7% | -39.9% | +10.6% |
| 1Y | +21.7% | +0.1% | +21.6% | +19.5% |
| 3Y | -10.0% | -24.4% | +14.5% | -9.6% |
| 5Y | -1.8% | -54.4% | +52.6% | +2.8% |
| All | +56.7% | +11.6% | +45.1% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling