+661.1%
BX vs KMX
+11.6%
+649.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | -5.6% | -3.1% | -2.5% | -4.4% |
| 30D | -12.2% | +4.4% | -16.7% | -13.8% |
| 3M | +7.4% | +18.9% | -11.5% | -0.8% |
| 6M | +22.2% | +44.3% | -22.1% | +2.5% |
| YTD | -14.0% | +58.7% | -72.7% | -31.2% |
| 1Y | -27.3% | +0.1% | -27.4% | -31.4% |
| 3Y | +24.5% | -24.4% | +49.0% | +29.3% |
| 5Y | +18.9% | -54.4% | +73.3% | +45.6% |
| All | +661.1% | +11.6% | +649.4% | +538.1% |
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