+515.6%
BMY vs KMX
+475.4%
+40.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | +5.0% | +11.7% | -6.7% | +3.7% |
| 3M | +19.4% | +34.9% | -15.5% | +15.0% |
| 6M | +9.5% | +50.3% | -40.7% | +3.8% |
| YTD | +28.1% | +63.8% | -35.7% | +19.9% |
| 1Y | +50.0% | +3.8% | +46.1% | +46.7% |
| 3Y | +24.1% | -24.3% | +48.4% | +24.3% |
| 5Y | +25.0% | -50.2% | +75.2% | +28.1% |
| 10Y | +68.7% | +5.4% | +63.3% | +53.8% |
| All | +515.6% | +475.4% | +40.3% | +345.1% |
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 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