+1,470.6%
BNY vs KMX
+450.2%
+1,020.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +1.4% | +4.0% | -2.6% | +0.4% |
| 3M | +16.8% | +24.8% | -8.0% | +10.3% |
| 6M | +42.0% | +43.6% | -1.6% | +28.6% |
| YTD | +41.9% | +56.6% | -14.7% | +25.5% |
| 1Y | +59.2% | +2.2% | +56.9% | +52.4% |
| 3Y | +290.9% | -25.4% | +316.4% | +292.9% |
| 5Y | +259.0% | -55.0% | +314.1% | +291.4% |
| 10Y | +413.0% | +9.6% | +403.5% | +338.4% |
| All | +1,470.6% | +450.2% | +1,020.4% | +803.8% |
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