+172.5%
BSX vs KMX
+448.1%
-275.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -7.0% | -1.9% | -5.2% | -6.7% |
| 30D | -10.9% | +2.6% | -13.5% | -11.3% |
| 3M | -8.2% | +25.6% | -33.7% | -12.0% |
| 6M | -37.5% | +41.9% | -79.3% | -41.7% |
| YTD | -52.8% | +56.0% | -108.9% | -57.0% |
| 1Y | -58.4% | -1.8% | -56.6% | -59.5% |
| 3Y | -16.5% | -25.7% | +9.2% | -16.8% |
| 5Y | -1.0% | -54.7% | +53.8% | +4.4% |
| 10Y | +91.2% | +9.2% | +82.1% | +67.8% |
| All | +172.5% | +448.1% | -275.6% | +71.5% |
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