-24.4%
KMX vs BTG
+94.8%
-119.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -3.1% | -3.8% | +0.6% | -2.7% |
| 30D | +4.4% | +3.6% | +0.8% | +4.0% |
| 3M | +18.9% | +32.0% | -13.1% | +14.6% |
| 6M | +44.3% | +3.4% | +40.9% | +42.5% |
| YTD | +58.7% | +20.8% | +37.9% | +53.4% |
| 1Y | +0.1% | +22.4% | -22.3% | -4.3% |
| 3Y | -24.4% | +91.7% | -116.1% | -32.8% |
| All | -24.4% | +94.8% | -119.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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