-56.1%
NIO vs KMX
-33.9%
-22.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.4% |
| 7D | -14.5% | +3.4% | -17.8% | -15.5% |
| 30D | -15.0% | +6.8% | -21.8% | -17.3% |
| 3M | -35.6% | -11.4% | -24.2% | -33.3% |
| 6M | -55.7% | +43.6% | -99.2% | -62.5% |
| YTD | -43.1% | +37.7% | -80.9% | -52.6% |
| 1Y | -53.5% | +53.0% | -106.5% | -63.2% |
| 3Y | -59.8% | -16.3% | -43.5% | -61.9% |
| 5Y | -93.2% | -64.2% | -29.0% | -91.0% |
| All | -56.1% | -33.9% | -22.1% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling