+71.4%
BTI vs KMX
+11.6%
+59.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | -1.1% | +4.4% | -5.5% | -1.6% |
| 3M | -8.8% | +18.9% | -27.7% | -10.8% |
| 6M | -4.0% | +44.3% | -48.2% | -8.5% |
| YTD | +0.4% | +58.7% | -58.3% | -5.8% |
| 1Y | +1.9% | +0.1% | +1.8% | +0.5% |
| 3Y | +108.5% | -24.4% | +132.9% | +109.1% |
| 5Y | +118.5% | -54.4% | +172.9% | +131.8% |
| All | +71.4% | +11.6% | +59.8% | +56.3% |
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