+18.4%
BROS vs KMX
-55.2%
+73.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -6.1% | -3.4% | -2.7% | -4.8% |
| 30D | -12.4% | +4.0% | -16.4% | -13.8% |
| 3M | -27.9% | +24.8% | -52.7% | -34.9% |
| 6M | -16.8% | +43.6% | -60.4% | -30.2% |
| YTD | -29.0% | +56.6% | -85.7% | -43.0% |
| 1Y | -33.2% | +2.2% | -35.4% | -37.2% |
| 3Y | +56.8% | -25.4% | +82.2% | +63.1% |
| All | +18.4% | -55.2% | +73.6% | +51.8% |
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