+98.0%
BN vs KMX
-15.8%
+113.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +13.6% | +3.5% | +10.1% | +12.4% |
| 3M | -6.7% | -10.4% | +3.8% | -4.1% |
| 6M | -9.0% | +37.6% | -46.6% | -18.3% |
| YTD | -8.8% | +36.1% | -44.9% | -20.1% |
| 1Y | -10.6% | +52.8% | -63.4% | -25.2% |
| All | +98.0% | -15.8% | +113.8% | +102.2% |
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