-40.8%
BMNR vs KMX
+5.0%
-45.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.0% |
| 7D | +4.9% | +1.9% | +3.0% | +4.3% |
| 30D | +35.5% | +11.7% | +23.8% | +30.7% |
| 3M | +39.6% | +34.9% | +4.7% | +25.1% |
| 6M | +18.2% | +50.3% | -32.0% | +0.1% |
| YTD | -8.0% | +63.8% | -71.8% | -25.5% |
| 1Y | -40.8% | +3.8% | -44.6% | -45.1% |
| All | -40.8% | +5.0% | -45.8% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling