+605.1%
KMX vs BG
+1,181.2%
-576.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | +2.6% | +10.3% | -7.8% | -1.2% |
| 3M | +25.6% | -1.9% | +27.5% | +25.3% |
| 6M | +41.9% | +5.2% | +36.6% | +37.3% |
| YTD | +56.0% | +41.2% | +14.9% | +35.7% |
| 1Y | -1.8% | +50.5% | -52.3% | -16.9% |
| 3Y | -25.7% | +19.9% | -45.6% | -33.1% |
| 5Y | -54.7% | +86.7% | -141.5% | -66.3% |
| 10Y | +9.2% | +167.5% | -158.3% | -33.3% |
| All | +605.1% | +1,181.2% | -576.0% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling