-92.2%
NIO vs KMX
-66.8%
-25.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.1% | +6.8% |
| 7D | +5.6% | -7.4% | +13.0% | +8.6% |
| 30D | -4.2% | -3.4% | -0.9% | -3.3% |
| 3M | -26.3% | -11.3% | -15.0% | -23.6% |
| 6M | -42.5% | +30.6% | -73.1% | -50.2% |
| YTD | -33.5% | +33.2% | -66.8% | -44.8% |
| 1Y | -52.7% | +66.7% | -119.4% | -65.0% |
| 3Y | -57.5% | -22.1% | -35.4% | -58.9% |
| All | -92.2% | -66.8% | -25.4% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling