+9.2%
KMX vs BUD
-24.2%
+33.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -1.9% | -1.3% | -0.5% | -1.3% |
| 30D | +2.6% | -6.1% | +8.7% | +5.2% |
| 3M | +25.6% | -3.8% | +29.3% | +27.2% |
| 6M | +41.9% | +8.2% | +33.7% | +36.5% |
| YTD | +56.0% | +23.6% | +32.5% | +41.4% |
| 1Y | -1.8% | +33.4% | -35.2% | -13.9% |
| 3Y | -25.7% | +45.3% | -71.1% | -38.4% |
| 5Y | -54.7% | +44.3% | -99.0% | -63.1% |
| 10Y | +9.2% | -22.8% | +31.9% | -10.1% |
| All | +9.2% | -24.2% | +33.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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