+109.4%
BP vs KMX
-64.5%
+173.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | -3.1% | +6.3% | -9.5% | -3.8% |
| 3M | +6.2% | -7.4% | +13.5% | +6.6% |
| 6M | +4.8% | +37.9% | -33.1% | +0.9% |
| YTD | +35.2% | +39.5% | -4.3% | +29.2% |
| 1Y | +27.4% | +57.9% | -30.4% | +20.1% |
| 3Y | +49.8% | -15.0% | +64.7% | +50.3% |
| 5Y | +109.4% | -64.1% | +173.5% | +140.7% |
| All | +109.4% | -64.5% | +173.8% | +140.7% |
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