+27.0%
BROS vs KMX
-53.1%
+80.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -6.7% | +1.9% | -8.6% | -7.4% |
| 30D | -29.1% | +11.7% | -40.8% | -32.4% |
| 3M | -16.7% | +34.9% | -51.6% | -27.1% |
| 6M | -11.6% | +50.3% | -61.9% | -27.2% |
| YTD | -23.9% | +63.8% | -87.7% | -40.0% |
| 1Y | -34.8% | +3.8% | -38.6% | -39.0% |
| 3Y | +62.1% | -24.3% | +86.3% | +68.2% |
| All | +27.0% | -53.1% | +80.1% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling