+468.7%
BTSG vs KMX
-12.7%
+481.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +3.9% |
| 7D | +5.7% | -0.7% | +6.5% | +5.8% |
| 30D | +0.2% | +4.1% | -3.9% | -0.7% |
| 3M | +5.6% | +27.5% | -21.9% | +0.1% |
| 6M | +50.8% | +43.6% | +7.2% | +38.3% |
| YTD | +67.0% | +56.8% | +10.3% | +49.9% |
| 1Y | +145.5% | -1.3% | +146.8% | +142.6% |
| All | +468.7% | -12.7% | +481.5% | +501.2% |
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