+10.3%
BLDR vs KMX
-54.8%
+65.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | -8.1% | -3.4% | -4.7% | -6.5% |
| 30D | -21.5% | +4.0% | -25.5% | -22.9% |
| 3M | -21.0% | +24.8% | -45.8% | -29.6% |
| 6M | -37.1% | +43.6% | -80.7% | -48.3% |
| YTD | -42.7% | +56.6% | -99.3% | -55.1% |
| 1Y | -58.0% | +2.2% | -60.2% | -60.5% |
| 3Y | -57.8% | -25.4% | -32.4% | -54.7% |
| 5Y | +10.3% | -55.0% | +65.3% | +46.5% |
| All | +10.3% | -54.8% | +65.1% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling