+8.0%
KMX vs NVMI
+3,158.6%
-3,150.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +4.4% | -8.4% | +12.8% | +6.7% |
| 3M | +18.9% | -33.6% | +52.5% | +31.1% |
| 6M | +44.3% | -14.7% | +59.0% | +46.1% |
| YTD | +58.7% | +13.2% | +45.5% | +47.0% |
| 1Y | +0.1% | +29.0% | -28.9% | -10.8% |
| 3Y | -24.4% | +215.0% | -239.4% | -52.6% |
| 5Y | -54.4% | +268.6% | -323.0% | -73.6% |
| All | +8.0% | +3,158.6% | -3,150.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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