+187.0%
BR vs KMX
+11.6%
+175.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -3.0% | -3.1% | +0.1% | -2.3% |
| 30D | -0.3% | +4.4% | -4.7% | -1.2% |
| 3M | +17.3% | +18.9% | -1.6% | +12.7% |
| 6M | -6.7% | +44.3% | -51.0% | -14.7% |
| YTD | -23.4% | +58.7% | -82.1% | -31.9% |
| 1Y | -32.7% | +0.1% | -32.8% | -34.6% |
| 3Y | -5.9% | -24.4% | +18.5% | -5.1% |
| 5Y | +8.4% | -54.4% | +62.9% | +19.0% |
| All | +187.0% | +11.6% | +175.4% | +163.6% |
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