-54.4%
KMX vs BG
+81.8%
-136.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.8% |
| 7D | -3.1% | +3.1% | -6.2% | -3.9% |
| 30D | +4.4% | +10.2% | -5.8% | +1.6% |
| 3M | +18.9% | -1.7% | +20.6% | +18.9% |
| 6M | +44.3% | +1.0% | +43.3% | +42.4% |
| YTD | +58.7% | +39.9% | +18.8% | +41.7% |
| 1Y | +0.1% | +53.2% | -53.1% | -13.2% |
| 3Y | -24.4% | +16.3% | -40.7% | -29.8% |
| All | -54.4% | +81.8% | -136.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling