+31.2%
BIL vs KMX
+129.5%
-98.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.3% | +3.5% | -3.2% | +0.3% |
| 3M | +0.9% | -10.4% | +11.4% | +0.9% |
| 6M | +1.8% | +37.6% | -35.8% | +1.9% |
| YTD | +3.1% | +36.1% | -32.9% | +3.2% |
| 1Y | +3.7% | +52.8% | -49.1% | +3.7% |
| 3Y | +13.8% | -17.0% | +30.8% | +13.8% |
| 5Y | +20.2% | -64.7% | +84.9% | +20.2% |
| 10Y | +26.1% | -4.0% | +30.2% | +26.3% |
| All | +31.2% | +129.5% | -98.3% | +31.6% |
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