+2,041.5%
BWA vs KMX
+450.6%
+1,590.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.8% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | -2.9% | +4.1% | -7.0% | -4.0% |
| 3M | -12.4% | +27.5% | -39.9% | -18.4% |
| 6M | +28.6% | +43.6% | -15.0% | +15.2% |
| YTD | +48.2% | +56.8% | -8.5% | +29.0% |
| 1Y | +50.9% | -1.3% | +52.2% | +45.3% |
| 3Y | +72.2% | -25.4% | +97.5% | +74.8% |
| 5Y | +91.1% | -53.9% | +145.0% | +112.9% |
| 10Y | +144.0% | +0.7% | +143.4% | +117.0% |
| All | +2,041.5% | +450.6% | +1,590.9% | +1,171.9% |
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