-33.8%
BIDU vs KMX
-25.1%
-8.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -8.1% | -3.1% | -5.0% | -7.7% |
| 30D | -12.8% | +4.4% | -17.3% | -13.2% |
| 3M | -21.3% | +18.9% | -40.2% | -23.0% |
| 6M | -27.0% | +44.3% | -71.2% | -30.9% |
| YTD | -30.0% | +58.7% | -88.7% | -34.9% |
| 1Y | -18.3% | +0.1% | -18.4% | -18.5% |
| 3Y | -33.8% | -24.4% | -9.4% | -34.7% |
| All | -33.8% | -25.1% | -8.7% | -34.7% |
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