-14.1%
BURL vs KMX
-64.7%
+50.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.4% |
| 7D | +7.7% | -4.1% | +11.8% | +9.3% |
| 30D | -7.1% | +2.9% | -10.0% | -8.2% |
| 3M | -30.3% | -7.0% | -23.3% | -28.8% |
| 6M | -15.5% | +34.1% | -49.7% | -25.2% |
| YTD | -11.0% | +40.0% | -51.0% | -24.0% |
| 1Y | -8.4% | +67.2% | -75.6% | -27.6% |
| 3Y | +96.7% | -13.4% | +110.1% | +90.7% |
| 5Y | -14.1% | -65.1% | +51.0% | +26.3% |
| All | -14.1% | -64.7% | +50.6% | +26.3% |
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