+72.1%
BN vs KMX
-26.0%
+98.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -10.9% | +4.1% | -15.0% | -12.0% |
| 3M | -11.1% | +27.5% | -38.6% | -17.6% |
| 6M | -4.4% | +43.6% | -47.9% | -15.8% |
| YTD | -14.1% | +56.8% | -70.9% | -27.4% |
| 1Y | -11.1% | -1.3% | -9.7% | -11.7% |
| All | +72.1% | -26.0% | +98.1% | +72.5% |
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 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