+51.8%
BEN vs KMX
+10.2%
+41.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.5% |
| 30D | +0.9% | +4.0% | -3.1% | -0.5% |
| 3M | +9.2% | +24.8% | -15.6% | +0.2% |
| 6M | +36.8% | +43.6% | -6.8% | +17.9% |
| YTD | +44.4% | +56.6% | -12.2% | +19.8% |
| 1Y | +45.8% | +2.2% | +43.6% | +37.2% |
| 3Y | +52.5% | -25.4% | +78.0% | +56.6% |
| 5Y | +37.7% | -55.0% | +92.7% | +63.7% |
| All | +51.8% | +10.2% | +41.7% | +22.5% |
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