+86.6%
BURL vs KMX
-22.6%
+109.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | +4.1% | -7.4% | +11.5% | +6.3% |
| 30D | -9.5% | -3.4% | -6.1% | -8.7% |
| 3M | -33.5% | -11.3% | -22.2% | -31.5% |
| 6M | -22.1% | +30.6% | -52.7% | -28.3% |
| YTD | -14.6% | +33.2% | -47.8% | -23.2% |
| 1Y | -8.4% | +66.7% | -75.1% | -23.7% |
| 3Y | +86.6% | -22.1% | +108.6% | +94.6% |
| All | +86.6% | -22.6% | +109.1% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling