+20.3%
BABA vs KMX
+8.0%
+12.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | +11.6% | -7.4% | +19.0% | +13.4% |
| 30D | +2.3% | -3.4% | +5.7% | +2.8% |
| 3M | -13.7% | -11.3% | -2.4% | -11.9% |
| 6M | -21.9% | +30.6% | -52.5% | -27.7% |
| YTD | -24.6% | +33.2% | -57.9% | -31.5% |
| 1Y | -34.1% | +66.7% | -100.8% | -43.5% |
| 3Y | +36.3% | -22.1% | +58.3% | +35.0% |
| 5Y | -26.7% | -66.7% | +40.0% | -12.8% |
| All | +20.3% | +8.0% | +12.3% | +25.7% |
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 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