+132.0%
BP vs KMX
+9.7%
+122.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +4.0% | -1.9% | +5.8% | +4.4% |
| 30D | +7.8% | +2.6% | +5.3% | +7.1% |
| 3M | +8.4% | +25.6% | -17.2% | +2.2% |
| 6M | +15.1% | +41.9% | -26.8% | +4.4% |
| YTD | +36.4% | +56.0% | -19.6% | +20.4% |
| 1Y | +40.9% | -1.8% | +42.7% | +36.9% |
| 3Y | +38.8% | -25.7% | +64.6% | +40.7% |
| 5Y | +141.1% | -54.7% | +195.8% | +170.4% |
| All | +132.0% | +9.7% | +122.3% | +83.0% |
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