-45.7%
BROS vs KMX
-65.0%
+19.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.7% |
| 7D | -2.5% | 0.0% | -2.4% | -2.4% |
| 30D | -11.2% | +3.5% | -14.7% | -12.2% |
| 3M | -33.9% | -10.4% | -23.5% | -30.9% |
| 6M | -33.5% | +37.6% | -71.1% | -42.7% |
| YTD | -44.9% | +36.1% | -81.0% | -53.3% |
| 1Y | -41.5% | +52.8% | -94.3% | -52.9% |
| 3Y | +22.4% | -17.0% | +39.5% | +20.3% |
| 5Y | -45.7% | -64.7% | +19.0% | -16.2% |
| All | -45.7% | -65.0% | +19.3% | -16.2% |
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 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