+233.9%
BURL vs KMX
-3.5%
+237.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | +0.4% | 0.0% | +0.5% | +0.5% |
| 30D | -4.3% | +3.5% | -7.8% | -5.9% |
| 3M | -28.8% | -10.4% | -18.3% | -25.9% |
| 6M | -12.8% | +37.6% | -50.4% | -25.0% |
| YTD | -12.8% | +36.1% | -48.9% | -26.5% |
| 1Y | -12.3% | +52.8% | -65.0% | -30.2% |
| 3Y | +92.7% | -17.0% | +109.7% | +87.4% |
| 5Y | -6.5% | -64.7% | +58.1% | +29.6% |
| All | +233.9% | -3.5% | +237.4% | +181.5% |
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