-50.3%
NIO vs KMX
-32.7%
-17.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -4.0% | -3.9% |
| 7D | +2.8% | +1.5% | +1.3% | +2.2% |
| 30D | -8.4% | +3.0% | -11.4% | -9.7% |
| 3M | -32.0% | -7.8% | -24.1% | -30.6% |
| 6M | -43.9% | +34.3% | -78.3% | -51.4% |
| YTD | -35.7% | +40.2% | -75.9% | -46.8% |
| 1Y | -51.1% | +63.0% | -114.1% | -62.3% |
| 3Y | -54.7% | -14.5% | -40.2% | -57.3% |
| 5Y | -91.7% | -64.3% | -27.4% | -89.0% |
| All | -50.3% | -32.7% | -17.6% | -34.6% |
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