+19.4%
BRO vs KMX
-54.8%
+74.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -7.3% | -3.1% | -4.2% | -6.9% |
| 30D | -6.9% | +4.4% | -11.3% | -7.4% |
| 3M | +10.7% | +18.9% | -8.2% | +7.9% |
| 6M | -2.7% | +44.3% | -47.0% | -8.1% |
| YTD | -16.3% | +58.7% | -75.0% | -22.4% |
| 1Y | -29.1% | +0.1% | -29.2% | -30.1% |
| 3Y | -7.8% | -24.4% | +16.6% | -6.8% |
| All | +19.4% | -54.8% | +74.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling