+301.7%
KMX vs BTG
+385.9%
-84.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | -1.9% | +2.4% | -4.3% | -2.0% |
| 30D | +2.6% | +9.5% | -6.9% | +1.9% |
| 3M | +25.6% | +38.5% | -12.9% | +22.5% |
| 6M | +41.9% | +5.6% | +36.2% | +40.5% |
| YTD | +56.0% | +23.9% | +32.1% | +52.6% |
| 1Y | -1.8% | +32.1% | -33.9% | -4.5% |
| 3Y | -25.7% | +103.2% | -128.9% | -30.6% |
| 5Y | -54.7% | +79.7% | -134.5% | -57.7% |
| 10Y | +9.2% | +159.1% | -150.0% | -3.3% |
| All | +301.7% | +385.9% | -84.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling