+16.0%
BABA vs KMX
+2.4%
+13.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | -8.4% | +6.3% | -14.7% | -9.8% |
| 3M | -20.6% | -7.4% | -13.2% | -19.7% |
| 6M | -25.4% | +37.9% | -63.3% | -31.8% |
| YTD | -30.1% | +39.5% | -69.6% | -37.2% |
| 1Y | -36.3% | +57.9% | -94.1% | -44.6% |
| 3Y | +30.4% | -15.0% | +45.3% | +26.3% |
| 5Y | -35.7% | -64.1% | +28.4% | -24.7% |
| 10Y | +16.0% | -1.6% | +17.6% | +14.0% |
| All | +16.0% | +2.4% | +13.7% | +14.0% |
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 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