+376.5%
BLDR vs KMX
+11.6%
+364.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.6% |
| 7D | -8.2% | -3.1% | -5.1% | -6.6% |
| 30D | -16.6% | +4.4% | -21.1% | -18.6% |
| 3M | -23.2% | +18.9% | -42.1% | -31.0% |
| 6M | -33.7% | +44.3% | -78.0% | -47.4% |
| YTD | -41.3% | +58.7% | -100.0% | -56.2% |
| 1Y | -58.8% | +0.1% | -58.9% | -61.6% |
| 3Y | -57.5% | -24.4% | -33.0% | -54.8% |
| 5Y | +12.9% | -54.4% | +67.3% | +53.6% |
| All | +376.5% | +11.6% | +364.9% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling