+149.3%
BWA vs KMX
+11.6%
+137.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.0% |
| 7D | -1.3% | -3.1% | +1.8% | -0.2% |
| 30D | -2.9% | +4.4% | -7.4% | -4.6% |
| 3M | -10.7% | +18.9% | -29.6% | -16.8% |
| 6M | +26.5% | +44.3% | -17.8% | +8.4% |
| YTD | +49.1% | +58.7% | -9.6% | +22.2% |
| 1Y | +52.1% | +0.1% | +51.9% | +44.2% |
| 3Y | +72.6% | -24.4% | +97.0% | +76.2% |
| 5Y | +89.4% | -54.4% | +143.8% | +126.1% |
| All | +149.3% | +11.6% | +137.7% | +101.8% |
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