-15.8%
BURL vs KMX
-65.6%
+49.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.3% |
| 7D | +3.5% | -6.4% | +9.8% | +5.9% |
| 30D | -9.3% | -4.9% | -4.4% | -7.9% |
| 3M | -32.1% | -7.2% | -24.9% | -30.6% |
| 6M | -19.8% | +41.2% | -61.0% | -30.3% |
| YTD | -13.2% | +36.1% | -49.3% | -25.2% |
| 1Y | -7.8% | +28.9% | -36.7% | -20.8% |
| 3Y | +89.3% | -21.5% | +110.8% | +91.3% |
| 5Y | -15.8% | -66.0% | +50.2% | +26.7% |
| All | -15.8% | -65.6% | +49.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling