+81.0%
BSX vs KMX
+11.6%
+69.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -10.1% | -3.1% | -7.0% | -9.5% |
| 30D | -16.4% | +4.4% | -20.9% | -17.1% |
| 3M | -8.9% | +18.9% | -27.8% | -12.1% |
| 6M | -38.3% | +44.3% | -82.6% | -43.0% |
| YTD | -54.9% | +58.7% | -113.6% | -59.6% |
| 1Y | -58.8% | +0.1% | -58.9% | -59.9% |
| 3Y | -21.2% | -24.4% | +3.2% | -20.9% |
| 5Y | -3.3% | -54.4% | +51.1% | +7.2% |
| All | +81.0% | +11.6% | +69.4% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling