+2,009.2%
BWA vs KMX
+448.1%
+1,561.1%
-72.2%
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% | -1.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | -5.6% | +2.6% | -8.1% | -6.3% |
| 3M | -10.7% | +25.6% | -36.3% | -16.4% |
| 6M | +23.2% | +41.9% | -18.7% | +10.7% |
| YTD | +46.0% | +56.0% | -10.0% | +27.2% |
| 1Y | +51.2% | -1.8% | +52.9% | +45.7% |
| 3Y | +69.6% | -25.7% | +95.3% | +72.3% |
| 5Y | +86.6% | -54.7% | +141.3% | +108.9% |
| 10Y | +152.3% | +9.2% | +143.1% | +120.2% |
| All | +2,009.2% | +448.1% | +1,561.1% | +1,154.3% |
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 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