+35.3%
KMX vs NWSA
+18.2%
+17.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +2.2% |
| 7D | +2.1% | +4.3% | -2.1% | +1.0% |
| 30D | +0.5% | +5.6% | -5.1% | -0.9% |
| 3M | -4.1% | +7.3% | -11.4% | -5.8% |
| 6M | +49.5% | +18.8% | +30.7% | +41.4% |
| YTD | +42.7% | +17.9% | +24.8% | +34.3% |
| 1Y | +35.3% | +19.3% | +16.0% | +25.7% |
| All | +35.3% | +18.2% | +17.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling