+795.1%
BKNG vs KMX
+3,023.6%
-2,228.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -10.7% | -3.4% | -7.3% | -9.8% |
| 30D | -18.1% | +4.0% | -22.1% | -19.0% |
| 3M | +8.5% | +24.8% | -16.3% | +1.7% |
| 6M | -0.1% | +43.6% | -43.7% | -10.6% |
| YTD | -18.2% | +56.6% | -74.9% | -28.8% |
| 1Y | -19.9% | +2.2% | -22.1% | -23.4% |
| 3Y | +41.6% | -25.4% | +67.1% | +43.1% |
| 5Y | +93.1% | -55.0% | +148.1% | +115.1% |
| 10Y | +214.8% | +9.6% | +205.2% | +164.7% |
| All | +795.1% | +3,023.6% | -2,228.5% | +257.2% |
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