+19.7%
BROS vs KMX
-54.6%
+74.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.5% |
| 7D | -5.8% | -3.1% | -2.6% | -4.6% |
| 30D | -14.0% | +4.4% | -18.4% | -15.5% |
| 3M | -32.5% | +18.9% | -51.4% | -37.9% |
| 6M | -14.9% | +44.3% | -59.2% | -28.7% |
| YTD | -28.3% | +58.7% | -87.0% | -42.7% |
| 1Y | -34.0% | +0.1% | -34.1% | -37.3% |
| 3Y | +63.0% | -24.4% | +87.4% | +68.6% |
| All | +19.7% | -54.6% | +74.3% | +52.6% |
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