-5.3%
BURL vs KMX
+35.0%
-40.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +7.2% |
| 7D | +10.4% | +2.1% | +8.3% | +10.0% |
| 30D | -4.9% | +0.5% | -5.5% | -5.1% |
| 3M | -29.8% | -4.1% | -25.6% | -29.3% |
| 6M | -16.5% | +49.5% | -66.0% | -20.9% |
| YTD | -10.5% | +42.7% | -53.3% | -14.7% |
| 1Y | -5.3% | +35.3% | -40.6% | -9.7% |
| All | -5.3% | +35.0% | -40.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling