-25.4%
KMX vs BIIB
-17.2%
-8.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -3.4% | -4.0% | +0.7% | -2.1% |
| 30D | +4.0% | +5.7% | -1.6% | +2.2% |
| 3M | +24.8% | +10.9% | +13.9% | +20.0% |
| 6M | +43.6% | +14.3% | +29.3% | +35.6% |
| YTD | +56.6% | +22.4% | +34.2% | +42.9% |
| 1Y | +2.2% | +51.1% | -48.8% | -15.1% |
| All | -25.4% | -17.2% | -8.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling