+14.9%
BTDR vs KMX
-25.1%
+40.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.9% |
| 7D | -3.4% | -3.1% | -0.3% | -1.6% |
| 30D | +32.6% | +4.4% | +28.1% | +29.0% |
| 3M | -32.2% | +18.9% | -51.1% | -40.8% |
| 6M | +52.4% | +44.3% | +8.1% | +14.5% |
| YTD | +6.7% | +58.7% | -52.0% | -24.9% |
| 1Y | -15.2% | +0.1% | -15.4% | -18.4% |
| 3Y | +14.9% | -24.4% | +39.3% | +10.7% |
| All | +14.9% | -25.1% | +40.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling