+668.0%
BE vs KMX
-28.4%
+696.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.6% |
| 7D | +10.8% | +3.4% | +7.4% | +9.0% |
| 30D | -19.8% | +6.8% | -26.6% | -23.1% |
| 3M | -18.7% | -11.4% | -7.4% | -14.0% |
| 6M | -33.7% | +43.6% | -77.3% | -46.6% |
| YTD | +121.0% | +37.7% | +83.2% | +74.2% |
| 1Y | +85.4% | +53.0% | +32.4% | +36.0% |
| 3Y | +1,709.5% | -16.3% | +1,725.8% | +1,606.4% |
| 5Y | +462.2% | -64.2% | +526.4% | +795.5% |
| All | +668.0% | -28.4% | +696.4% | +415.1% |
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