-22.4%
KMX vs BAM
+66.6%
-89.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +1.9% | -2.0% | +3.9% | +3.0% |
| 30D | +11.7% | -2.9% | +14.6% | +13.2% |
| 3M | +34.9% | +9.4% | +25.5% | +27.4% |
| 6M | +50.3% | +10.8% | +39.5% | +39.9% |
| YTD | +63.8% | -0.4% | +64.2% | +61.2% |
| 1Y | +3.8% | -10.9% | +14.7% | +9.5% |
| All | -22.4% | +66.6% | -89.0% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling