-10.6%
BITO vs KMX
-56.5%
+45.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -5.8% | -3.4% | -2.4% | -4.9% |
| 30D | +21.1% | +4.0% | +17.1% | +19.8% |
| 3M | +23.5% | +24.8% | -1.3% | +15.0% |
| 6M | +8.3% | +43.6% | -35.3% | -4.6% |
| YTD | -13.9% | +56.6% | -70.5% | -26.5% |
| 1Y | -34.5% | +2.2% | -36.8% | -37.0% |
| 3Y | +147.0% | -25.4% | +172.4% | +156.5% |
| All | -10.6% | -56.5% | +45.9% | +10.0% |
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