-12.7%
KMX vs BAM
+67.8%
-80.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.8% |
| 7D | -1.9% | -3.9% | +2.1% | +0.3% |
| 30D | +2.6% | -8.8% | +11.4% | +7.5% |
| 3M | +25.6% | +2.2% | +23.4% | +23.3% |
| 6M | +41.9% | +5.9% | +35.9% | +35.8% |
| YTD | +56.0% | -6.1% | +62.1% | +58.6% |
| 1Y | -1.8% | -11.6% | +9.8% | +3.5% |
| 3Y | -25.7% | +51.7% | -77.4% | -44.4% |
| All | -12.7% | +67.8% | -80.6% | -39.4% |
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