+22.0%
BMY vs KMX
-26.3%
+48.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -4.8% | -1.9% | -2.9% | -4.6% |
| 30D | -0.7% | +2.6% | -3.2% | -1.0% |
| 3M | +15.3% | +25.6% | -10.3% | +12.2% |
| 6M | +8.5% | +41.9% | -33.3% | +3.7% |
| YTD | +23.4% | +56.0% | -32.6% | +16.0% |
| 1Y | +42.9% | -1.8% | +44.7% | +42.6% |
| All | +22.0% | -26.3% | +48.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling