-31.3%
BABA vs KMX
-50.1%
+18.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -4.8% | +1.9% | -6.7% | -5.1% |
| 30D | -11.9% | +11.7% | -23.6% | -14.1% |
| 3M | -9.3% | +34.9% | -44.2% | -15.7% |
| 6M | -14.2% | +50.3% | -64.5% | -23.2% |
| YTD | -22.0% | +63.8% | -85.8% | -32.1% |
| 1Y | -12.7% | +3.8% | -16.5% | -15.4% |
| 3Y | +26.7% | -24.3% | +50.9% | +30.1% |
| All | -31.3% | -50.1% | +18.8% | -18.3% |
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