+389.2%
BLDR vs KMX
+397.4%
-8.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -2.8% | +1.9% | -4.7% | -3.9% |
| 30D | -13.3% | +11.7% | -25.0% | -18.9% |
| 3M | -12.3% | +34.9% | -47.1% | -27.5% |
| 6M | -31.5% | +50.3% | -81.7% | -47.7% |
| YTD | -36.1% | +63.8% | -99.9% | -54.1% |
| 1Y | -54.1% | +3.8% | -57.9% | -58.7% |
| 3Y | -55.8% | -24.3% | -31.5% | -53.5% |
| 5Y | +20.7% | -50.2% | +71.0% | +52.1% |
| 10Y | +390.2% | +5.4% | +384.9% | +260.8% |
| All | +389.2% | +397.4% | -8.2% | +19.2% |
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