-90.1%
NIO vs KMX
-52.4%
-37.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.4% |
| 7D | -6.7% | -0.7% | -5.9% | -6.5% |
| 30D | -20.0% | +4.1% | -24.2% | -21.4% |
| 3M | -30.5% | +27.5% | -58.0% | -37.7% |
| 6M | -20.7% | +43.6% | -64.3% | -33.7% |
| YTD | -25.7% | +56.8% | -82.4% | -41.3% |
| 1Y | -38.6% | -1.3% | -37.3% | -41.6% |
| 3Y | -62.3% | -25.4% | -36.9% | -60.9% |
| 5Y | -90.1% | -53.9% | -36.2% | -87.1% |
| All | -90.1% | -52.4% | -37.7% | -87.1% |
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