-10.7%
BURL vs KMX
-50.1%
+39.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | -2.8% | +1.9% | -4.7% | -3.4% |
| 30D | -28.2% | +11.7% | -39.8% | -31.0% |
| 3M | -17.6% | +34.9% | -52.5% | -26.6% |
| 6M | -11.8% | +50.3% | -62.0% | -25.5% |
| YTD | -8.1% | +63.8% | -71.9% | -25.6% |
| 1Y | -12.0% | +3.8% | -15.8% | -16.8% |
| 3Y | +63.3% | -24.3% | +87.6% | +70.1% |
| All | -10.7% | -50.1% | +39.4% | +8.6% |
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 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