-39.8%
BABA vs KMX
-64.6%
+24.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -13.8% | +3.4% | -17.1% | -14.4% |
| 30D | -15.1% | +6.8% | -21.9% | -16.5% |
| 3M | -22.7% | -11.4% | -11.4% | -21.1% |
| 6M | -34.7% | +43.6% | -78.2% | -41.1% |
| YTD | -35.0% | +37.7% | -72.8% | -41.7% |
| 1Y | -40.4% | +53.0% | -93.4% | -48.3% |
| 3Y | +21.9% | -16.3% | +38.2% | +17.9% |
| All | -39.8% | -64.6% | +24.8% | -8.3% |
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