+1,389.6%
BDX vs KMX
+450.6%
+938.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.6% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | +1.3% | +4.1% | -2.8% | +0.8% |
| 3M | +20.2% | +27.5% | -7.3% | +17.0% |
| 6M | +8.6% | +43.6% | -35.0% | +4.1% |
| YTD | +19.0% | +56.8% | -37.8% | +12.8% |
| 1Y | +21.2% | -1.3% | +22.5% | +19.6% |
| 3Y | -9.7% | -25.4% | +15.7% | -9.3% |
| 5Y | -3.4% | -53.9% | +50.5% | -0.1% |
| 10Y | +53.9% | +0.7% | +53.2% | +43.7% |
| All | +1,389.6% | +450.6% | +938.9% | +950.4% |
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