+140.1%
BP vs KMX
-3.5%
+143.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +1.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -5.6% | +3.5% | -9.1% | -6.6% |
| 3M | +8.0% | -10.4% | +18.5% | +9.9% |
| 6M | +5.7% | +37.6% | -31.9% | -3.4% |
| YTD | +36.8% | +36.1% | +0.8% | +23.6% |
| 1Y | +30.7% | +52.8% | -22.0% | +14.5% |
| 3Y | +51.6% | -17.0% | +68.6% | +47.3% |
| 5Y | +112.2% | -64.7% | +176.9% | +158.9% |
| All | +140.1% | -3.5% | +143.5% | +91.2% |
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