+221.9%
BURL vs KMX
-2.3%
+224.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.1% |
| 7D | -1.6% | +3.4% | -5.0% | -2.9% |
| 30D | -7.7% | +6.8% | -14.6% | -10.4% |
| 3M | -31.7% | -11.4% | -20.3% | -28.6% |
| 6M | -15.2% | +43.6% | -58.7% | -28.3% |
| YTD | -15.9% | +37.7% | -53.7% | -29.5% |
| 1Y | -14.2% | +53.0% | -67.2% | -31.8% |
| 3Y | +93.5% | -16.3% | +109.8% | +87.6% |
| 5Y | -9.9% | -64.2% | +54.3% | +24.3% |
| All | +221.9% | -2.3% | +224.2% | +170.0% |
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