+33.2%
BN vs KMX
-54.2%
+87.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -3.0% | -1.9% | -1.1% | -2.4% |
| 30D | -13.0% | +2.6% | -15.6% | -13.8% |
| 3M | -15.2% | +25.6% | -40.8% | -21.9% |
| 6M | -5.9% | +41.9% | -47.8% | -17.9% |
| YTD | -15.8% | +56.0% | -71.8% | -29.6% |
| 1Y | -12.2% | -1.8% | -10.4% | -15.0% |
| 3Y | +72.2% | -25.7% | +97.9% | +81.0% |
| 5Y | +33.2% | -54.7% | +87.9% | +53.8% |
| All | +33.2% | -54.2% | +87.4% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling