+8.0%
KMX vs BIIB
-26.2%
+34.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.8% |
| 30D | +4.4% | +4.0% | +0.5% | +3.7% |
| 3M | +18.9% | +8.6% | +10.3% | +16.9% |
| 6M | +44.3% | +14.0% | +30.3% | +40.2% |
| YTD | +58.7% | +23.4% | +35.3% | +51.6% |
| 1Y | +0.1% | +45.9% | -45.8% | -7.3% |
| 3Y | -24.4% | -16.1% | -8.3% | -24.0% |
| 5Y | -54.4% | -27.6% | -26.8% | -54.2% |
| All | +8.0% | -26.2% | +34.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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