+735.8%
BEN vs KMX
+378.0%
+357.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +11.3% | 0.0% | +11.4% | +11.3% |
| 30D | +15.0% | +3.5% | +11.5% | +13.9% |
| 3M | +7.8% | -10.4% | +18.3% | +10.4% |
| 6M | +15.5% | +37.6% | -22.1% | +5.4% |
| YTD | +55.4% | +36.1% | +19.3% | +40.7% |
| 1Y | +63.3% | +52.8% | +10.5% | +43.3% |
| 3Y | +83.4% | -17.0% | +100.4% | +81.5% |
| 5Y | +28.1% | -64.7% | +92.7% | +51.6% |
| 10Y | +59.1% | -4.0% | +63.1% | +44.7% |
| All | +735.8% | +378.0% | +357.8% | +472.4% |
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