+120.2%
BKR vs KMX
+11.6%
+108.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -7.0% | -3.1% | -3.9% | -6.2% |
| 30D | -8.1% | +4.4% | -12.6% | -9.4% |
| 3M | -6.6% | +18.9% | -25.5% | -11.9% |
| 6M | +0.9% | +44.3% | -43.4% | -11.2% |
| YTD | +31.1% | +58.7% | -27.6% | +11.5% |
| 1Y | +27.7% | +0.1% | +27.6% | +22.3% |
| 3Y | +71.2% | -24.4% | +95.6% | +73.4% |
| 5Y | +177.6% | -54.4% | +232.1% | +218.8% |
| All | +120.2% | +11.6% | +108.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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