-24.4%
KMX vs BG
+18.0%
-42.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.7% |
| 7D | -3.1% | +3.1% | -6.2% | -3.8% |
| 30D | +4.4% | +10.2% | -5.8% | +2.0% |
| 3M | +18.9% | -1.7% | +20.6% | +19.0% |
| 6M | +44.3% | +1.0% | +43.3% | +42.6% |
| YTD | +58.7% | +39.9% | +18.8% | +42.2% |
| 1Y | +0.1% | +53.2% | -53.1% | -12.7% |
| 3Y | -24.4% | +16.3% | -40.7% | -31.1% |
| All | -24.4% | +18.0% | -42.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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