+484.0%
BLDR vs KMX
-2.3%
+486.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | -3.0% | +3.4% | -6.4% | -4.7% |
| 30D | +20.1% | +6.8% | +13.3% | +16.4% |
| 3M | -17.5% | -11.4% | -6.1% | -11.7% |
| 6M | -16.1% | +43.6% | -59.7% | -32.3% |
| YTD | -41.0% | +37.7% | -78.8% | -52.4% |
| 1Y | -41.6% | +53.0% | -94.6% | -55.7% |
| 3Y | -50.8% | -16.3% | -34.5% | -50.5% |
| 5Y | -10.8% | -64.2% | +53.5% | +42.2% |
| All | +484.0% | -2.3% | +486.3% | +383.5% |
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