+655.3%
BIDU vs KMX
+317.3%
+338.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.3% | -2.7% | -5.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -15.6% | +4.1% | -19.7% | -16.7% |
| 3M | -22.3% | +27.5% | -49.8% | -29.2% |
| 6M | -22.3% | +43.6% | -65.8% | -33.1% |
| YTD | -29.2% | +56.8% | -85.9% | -41.4% |
| 1Y | -14.8% | -1.3% | -13.5% | -19.6% |
| 3Y | -31.8% | -25.4% | -6.4% | -32.1% |
| 5Y | -43.1% | -53.9% | +10.8% | -35.6% |
| 10Y | -50.6% | +0.7% | -51.3% | -63.4% |
| All | +655.3% | +317.3% | +338.0% | +119.8% |
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