-2.1%
BROS vs KMX
-60.6%
+58.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.0% |
| 7D | +6.3% | +3.4% | +2.9% | +5.0% |
| 30D | -8.3% | +6.8% | -15.2% | -10.5% |
| 3M | -29.8% | -11.4% | -18.4% | -26.2% |
| 6M | -25.8% | +43.6% | -69.4% | -37.0% |
| YTD | -41.4% | +37.7% | -79.1% | -50.3% |
| 1Y | -35.2% | +53.0% | -88.1% | -47.6% |
| 3Y | +32.8% | -16.3% | +49.1% | +30.4% |
| 5Y | -42.2% | -64.2% | +22.1% | -20.6% |
| All | -2.1% | -60.6% | +58.5% | +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 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