-2.6%
BDX vs KMX
-54.8%
+52.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -5.4% | -3.4% | -2.0% | -5.0% |
| 30D | -2.2% | +4.0% | -6.2% | -2.7% |
| 3M | +20.1% | +24.8% | -4.7% | +16.3% |
| 6M | +9.1% | +43.6% | -34.6% | +3.3% |
| YTD | +17.9% | +56.6% | -38.7% | +10.1% |
| 1Y | +22.1% | +2.2% | +19.8% | +19.6% |
| 3Y | -10.5% | -25.4% | +14.9% | -10.0% |
| 5Y | -2.6% | -55.0% | +52.4% | +0.2% |
| All | -2.6% | -54.8% | +52.2% | +0.2% |
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 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