+28.2%
BABA vs KMX
+17.5%
+10.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | -11.9% | +11.7% | -23.6% | -14.3% |
| 3M | -9.3% | +34.9% | -44.2% | -16.2% |
| 6M | -14.2% | +50.3% | -64.5% | -23.7% |
| YTD | -22.0% | +63.8% | -85.8% | -32.5% |
| 1Y | -12.7% | +3.8% | -16.5% | -16.5% |
| 3Y | +26.7% | -24.3% | +50.9% | +27.7% |
| 5Y | -29.3% | -50.2% | +20.9% | -22.8% |
| 10Y | +21.2% | +5.4% | +15.9% | +0.8% |
| All | +28.2% | +17.5% | +10.7% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling