+707.7%
BE vs KMX
-29.3%
+737.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.3% |
| 7D | +20.5% | 0.0% | +20.6% | +20.7% |
| 30D | -23.4% | +3.5% | -26.8% | -25.2% |
| 3M | -14.9% | -10.4% | -4.4% | -10.4% |
| 6M | -28.1% | +37.6% | -65.7% | -40.7% |
| YTD | +132.4% | +36.1% | +96.3% | +84.5% |
| 1Y | +59.4% | +52.8% | +6.6% | +16.8% |
| 3Y | +1,815.8% | -17.0% | +1,832.9% | +1,714.7% |
| 5Y | +491.3% | -64.7% | +556.0% | +848.3% |
| All | +707.7% | -29.3% | +737.0% | +445.5% |
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