+351.2%
BLDR vs KMX
+318.2%
+33.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | -3.0% | +3.4% | -6.4% | -4.8% |
| 30D | +20.1% | +6.8% | +13.3% | +16.1% |
| 3M | -17.5% | -11.4% | -6.1% | -11.3% |
| 6M | -16.1% | +43.6% | -59.7% | -33.2% |
| YTD | -41.0% | +37.7% | -78.8% | -53.0% |
| 1Y | -41.6% | +53.0% | -94.6% | -56.4% |
| 3Y | -50.8% | -16.3% | -34.5% | -51.0% |
| 5Y | -10.8% | -64.2% | +53.5% | +39.2% |
| 10Y | +486.3% | -2.8% | +489.1% | +353.3% |
| All | +351.2% | +318.2% | +33.0% | +22.0% |
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