+490.4%
BMY vs KMX
+383.8%
+106.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.1% | +3.4% | -1.3% | +1.7% |
| 30D | +7.0% | +6.8% | +0.2% | +6.2% |
| 3M | -0.9% | -11.4% | +10.5% | +0.4% |
| 6M | +14.9% | +43.6% | -28.6% | +9.7% |
| YTD | +22.8% | +37.7% | -14.9% | +17.1% |
| 1Y | +36.2% | +53.0% | -16.7% | +28.2% |
| 3Y | +45.7% | -16.3% | +62.0% | +44.4% |
| 5Y | +31.3% | -64.2% | +95.5% | +40.0% |
| 10Y | +60.6% | -2.8% | +63.4% | +47.9% |
| All | +490.4% | +383.8% | +106.6% | +334.9% |
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