-21.7%
KMX vs BAM
+90.5%
-112.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.9% |
| 7D | -4.1% | +5.3% | -9.4% | -6.7% |
| 30D | +2.9% | +18.1% | -15.2% | -5.9% |
| 3M | -7.0% | +4.2% | -11.2% | -9.3% |
| 6M | +34.1% | +11.1% | +23.1% | +25.7% |
| YTD | +40.0% | +6.6% | +33.4% | +32.9% |
| 1Y | +67.2% | +6.2% | +61.0% | +58.7% |
| 3Y | -13.4% | +95.0% | -108.5% | -42.6% |
| All | -21.7% | +90.5% | -112.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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