+135.8%
BP vs KMX
-52.4%
+188.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +9.1% | +4.1% | +5.0% | +8.7% |
| 3M | +3.9% | +27.5% | -23.6% | +1.4% |
| 6M | +13.6% | +43.6% | -29.9% | +9.2% |
| YTD | +34.0% | +56.8% | -22.7% | +27.4% |
| 1Y | +39.2% | -1.3% | +40.5% | +38.3% |
| 3Y | +36.4% | -25.4% | +61.8% | +38.7% |
| 5Y | +135.8% | -53.9% | +189.7% | +143.0% |
| All | +135.8% | -52.4% | +188.2% | +143.0% |
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 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