+256.8%
BKR vs KMX
+457.5%
-200.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -7.0% | -3.1% | -3.9% | -6.4% |
| 30D | -8.1% | +4.4% | -12.6% | -9.1% |
| 3M | -6.6% | +18.9% | -25.5% | -10.5% |
| 6M | +0.9% | +44.3% | -43.4% | -7.9% |
| YTD | +31.1% | +58.7% | -27.6% | +16.9% |
| 1Y | +27.7% | +0.1% | +27.6% | +23.3% |
| 3Y | +71.2% | -24.4% | +95.6% | +71.8% |
| 5Y | +177.6% | -54.4% | +232.1% | +197.6% |
| 10Y | +122.7% | +11.0% | +111.6% | +95.8% |
| All | +256.8% | +457.5% | -200.7% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling