-29.6%
BR vs KMX
+5.0%
-34.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.4% |
| 7D | -5.3% | +1.9% | -7.2% | -5.4% |
| 30D | +6.4% | +11.7% | -5.2% | +5.9% |
| 3M | +13.6% | +34.9% | -21.2% | +12.1% |
| 6M | -6.7% | +50.3% | -57.0% | -8.7% |
| YTD | -21.1% | +63.8% | -84.9% | -23.4% |
| 1Y | -29.6% | +3.8% | -33.4% | -30.9% |
| All | -29.6% | +5.0% | -34.6% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling