+9,230.0%
BN vs KMX
+475.4%
+8,754.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | -9.5% | +11.7% | -21.2% | -11.5% |
| 3M | -10.4% | +34.9% | -45.3% | -15.9% |
| 6M | -6.4% | +50.3% | -56.6% | -14.5% |
| YTD | -11.9% | +63.8% | -75.7% | -21.3% |
| 1Y | -8.6% | +3.8% | -12.5% | -12.0% |
| 3Y | +77.6% | -24.3% | +101.8% | +80.5% |
| 5Y | +37.0% | -50.2% | +87.3% | +47.2% |
| 10Y | +266.4% | +5.4% | +261.0% | +239.5% |
| All | +9,230.0% | +475.4% | +8,754.7% | +7,164.3% |
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