+74.7%
BND vs KMX
+143.0%
-68.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -1.0% | +4.0% | -5.0% | -1.0% |
| 3M | -1.2% | +24.8% | -26.0% | -1.2% |
| 6M | -2.0% | +43.6% | -45.6% | -2.0% |
| YTD | -1.2% | +56.6% | -57.8% | -1.2% |
| 1Y | -0.5% | +2.2% | -2.7% | -0.5% |
| 3Y | +12.4% | -25.4% | +37.9% | +12.4% |
| 5Y | -2.5% | -55.0% | +52.5% | -2.9% |
| 10Y | +15.0% | +9.6% | +5.4% | +16.1% |
| All | +74.7% | +143.0% | -68.3% | +79.8% |
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 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