+16.7%
BABA vs KMX
+0.4%
+16.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -12.3% | +4.1% | -16.4% | -13.1% |
| 3M | -5.3% | +27.5% | -32.8% | -11.0% |
| 6M | -13.1% | +43.6% | -56.6% | -21.3% |
| YTD | -22.4% | +56.8% | -79.2% | -31.6% |
| 1Y | -19.5% | -1.3% | -18.2% | -21.8% |
| 3Y | +32.9% | -25.4% | +58.3% | +34.5% |
| 5Y | -29.9% | -53.9% | +24.0% | -22.4% |
| 10Y | +16.7% | +0.7% | +16.1% | +12.7% |
| All | +16.7% | +0.4% | +16.3% | +12.7% |
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