+21.9%
BABA vs KMX
-14.8%
+36.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -13.8% | +3.4% | -17.1% | -14.1% |
| 30D | -15.1% | +6.8% | -21.9% | -15.7% |
| 3M | -22.7% | -11.4% | -11.4% | -21.9% |
| 6M | -34.7% | +43.6% | -78.2% | -37.9% |
| YTD | -35.0% | +37.7% | -72.8% | -38.4% |
| 1Y | -40.4% | +53.0% | -93.4% | -44.5% |
| 3Y | +21.9% | -16.3% | +38.2% | +18.5% |
| All | +21.9% | -14.8% | +36.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling