+3,268.6%
BHP vs KMX
+450.6%
+2,818.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.6% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +4.0% | +4.1% | -0.1% | +3.0% |
| 3M | +12.3% | +27.5% | -15.2% | +6.3% |
| 6M | +30.8% | +43.6% | -12.7% | +20.1% |
| YTD | +58.8% | +56.8% | +2.0% | +42.6% |
| 1Y | +76.8% | -1.3% | +78.2% | +71.5% |
| 3Y | +87.5% | -25.4% | +112.8% | +88.1% |
| 5Y | +123.9% | -53.9% | +177.8% | +138.5% |
| 10Y | +504.4% | +0.7% | +503.7% | +432.6% |
| All | +3,268.6% | +450.6% | +2,818.0% | +1,898.8% |
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