+911.5%
BE vs KMX
-14.9%
+926.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.3% | +6.8% |
| 7D | +20.0% | +1.9% | +18.1% | +18.9% |
| 30D | +7.9% | +11.7% | -3.8% | +1.7% |
| 3M | -13.2% | +34.9% | -48.1% | -26.7% |
| 6M | +53.5% | +50.3% | +3.2% | +17.2% |
| YTD | +191.0% | +63.8% | +127.2% | +110.9% |
| 1Y | +360.5% | +3.8% | +356.7% | +311.4% |
| 3Y | +1,568.0% | -24.3% | +1,592.3% | +1,623.4% |
| 5Y | +1,055.2% | -50.2% | +1,105.4% | +1,380.0% |
| All | +911.5% | -14.9% | +926.3% | +523.8% |
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 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