-43.9%
NIO vs KMX
-25.2%
-18.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -4.1% | -1.9% | -2.3% | -3.5% |
| 30D | -23.2% | +2.6% | -25.8% | -24.1% |
| 3M | -29.9% | +25.6% | -55.5% | -36.6% |
| 6M | -25.1% | +41.9% | -67.0% | -36.6% |
| YTD | -27.5% | +56.0% | -83.5% | -41.8% |
| 1Y | -41.1% | -1.8% | -39.3% | -44.4% |
| 3Y | -63.1% | -25.7% | -37.4% | -62.3% |
| 5Y | -90.4% | -54.7% | -35.6% | -88.3% |
| All | -43.9% | -25.2% | -18.8% | -28.5% |
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