+141.8%
BRKR vs KMX
+2,966.0%
-2,824.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.7% |
| 7D | -8.7% | -3.1% | -5.6% | -7.8% |
| 30D | -9.9% | +4.4% | -14.3% | -11.2% |
| 3M | -3.1% | +18.9% | -22.0% | -8.6% |
| 6M | +45.5% | +44.3% | +1.2% | +28.7% |
| YTD | +13.7% | +58.7% | -45.0% | -2.5% |
| 1Y | +67.4% | +0.1% | +67.3% | +62.0% |
| 3Y | -13.2% | -24.4% | +11.2% | -10.8% |
| 5Y | -39.5% | -54.4% | +14.9% | -31.0% |
| 10Y | +153.5% | +11.0% | +142.4% | +105.5% |
| All | +141.8% | +2,966.0% | -2,824.2% | -30.2% |
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