+256.9%
BN vs KMX
+10.2%
+246.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -5.9% | -3.4% | -2.5% | -4.7% |
| 30D | -15.1% | +4.0% | -19.1% | -16.3% |
| 3M | -14.6% | +24.8% | -39.4% | -21.7% |
| 6M | -8.4% | +43.6% | -52.0% | -21.3% |
| YTD | -16.8% | +56.6% | -73.4% | -31.5% |
| 1Y | -14.4% | +2.2% | -16.6% | -19.4% |
| 3Y | +70.1% | -25.4% | +95.6% | +76.3% |
| 5Y | +33.5% | -55.0% | +88.5% | +58.1% |
| All | +256.9% | +10.2% | +246.7% | +223.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling