-2.5%
BSX vs KMX
-55.4%
+52.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -8.2% | -3.4% | -4.8% | -7.9% |
| 30D | -15.8% | +4.0% | -19.8% | -16.1% |
| 3M | -10.8% | +24.8% | -35.6% | -12.7% |
| 6M | -38.4% | +43.6% | -82.0% | -40.6% |
| YTD | -54.8% | +56.6% | -111.4% | -57.1% |
| 1Y | -59.0% | +2.2% | -61.3% | -59.4% |
| 3Y | -20.0% | -25.4% | +5.5% | -18.8% |
| All | -2.5% | -55.4% | +52.9% | +6.2% |
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