+23.3%
BTDR vs KMX
-55.5%
+78.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +14.8% | -1.9% | +16.7% | +15.6% |
| 30D | +41.8% | +2.6% | +39.2% | +40.6% |
| 3M | -29.2% | +25.6% | -54.8% | -35.5% |
| 6M | +66.2% | +41.9% | +24.3% | +43.7% |
| YTD | +10.0% | +56.0% | -46.0% | -7.5% |
| 1Y | -11.0% | -1.8% | -9.2% | -13.9% |
| 3Y | +6.9% | -25.7% | +32.7% | +10.7% |
| 5Y | +24.7% | -54.7% | +79.4% | +30.1% |
| All | +23.3% | -55.5% | +78.8% | +28.4% |
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