+934.0%
BE vs KMX
-18.6%
+952.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | +9.7% | -3.4% | +13.1% | +11.5% |
| 30D | +22.4% | +4.0% | +18.4% | +19.6% |
| 3M | +10.4% | +24.8% | -14.4% | -3.0% |
| 6M | +67.9% | +43.6% | +24.2% | +31.0% |
| YTD | +197.5% | +56.6% | +140.9% | +120.2% |
| 1Y | +310.6% | +2.2% | +308.3% | +269.2% |
| 3Y | +1,657.2% | -25.4% | +1,682.7% | +1,717.7% |
| 5Y | +1,218.2% | -55.0% | +1,273.2% | +1,701.7% |
| All | +934.0% | -18.6% | +952.5% | +551.2% |
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 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