+21.5%
BX vs KMX
-26.1%
+47.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -8.9% | -3.4% | -5.5% | -7.9% |
| 30D | -14.8% | +4.0% | -18.8% | -15.9% |
| 3M | +6.9% | +24.8% | -17.9% | -1.2% |
| 6M | +16.3% | +43.6% | -27.3% | +0.9% |
| YTD | -16.1% | +56.6% | -72.7% | -29.9% |
| 1Y | -26.8% | +2.2% | -29.0% | -28.8% |
| All | +21.5% | -26.1% | +47.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling