+410.9%
KMX vs BNS
+1,463.9%
-1,053.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -1.9% | -1.3% | -0.6% | -0.9% |
| 30D | +2.6% | +4.0% | -1.4% | -0.6% |
| 3M | +25.6% | +13.8% | +11.8% | +14.1% |
| 6M | +41.9% | +32.7% | +9.2% | +15.2% |
| YTD | +56.0% | +27.6% | +28.4% | +30.0% |
| 1Y | -1.8% | +47.4% | -49.2% | -26.3% |
| 3Y | -25.7% | +129.0% | -154.7% | -59.5% |
| 5Y | -54.7% | +92.7% | -147.4% | -72.2% |
| 10Y | +9.2% | +182.1% | -172.9% | -50.0% |
| All | +410.9% | +1,463.9% | -1,053.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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