+1,137.3%
BR vs KMX
+120.8%
+1,016.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -5.0% | -1.9% | -3.2% | -4.6% |
| 30D | -2.5% | +2.6% | -5.0% | -3.1% |
| 3M | +13.5% | +25.6% | -12.1% | +6.6% |
| 6M | -9.4% | +41.9% | -51.3% | -18.2% |
| YTD | -23.3% | +56.0% | -79.3% | -32.8% |
| 1Y | -31.6% | -1.8% | -29.8% | -34.0% |
| 3Y | -5.1% | -25.7% | +20.7% | -4.7% |
| 5Y | +8.2% | -54.7% | +62.9% | +18.5% |
| 10Y | +189.8% | +9.2% | +180.7% | +133.5% |
| All | +1,137.3% | +120.8% | +1,016.5% | +514.3% |
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