+3,497.6%
BTI vs KMX
+448.1%
+3,049.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.4% | -1.9% | -0.6% | -2.3% |
| 30D | -4.8% | +2.6% | -7.3% | -5.0% |
| 3M | -8.1% | +25.6% | -33.7% | -9.9% |
| 6M | -4.2% | +41.9% | -46.0% | -7.2% |
| YTD | -1.3% | +56.0% | -57.3% | -5.3% |
| 1Y | +2.1% | -1.8% | +3.9% | +1.0% |
| 3Y | +108.9% | -25.7% | +134.7% | +109.0% |
| 5Y | +114.5% | -54.7% | +169.2% | +119.8% |
| 10Y | +72.2% | +9.2% | +63.1% | +62.2% |
| All | +3,497.6% | +448.1% | +3,049.5% | +3,498.6% |
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