+8.0%
KMX vs NWSA
+149.4%
-141.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -3.1% | -2.8% | -0.3% | -1.6% |
| 30D | +4.4% | +3.0% | +1.4% | +2.8% |
| 3M | +18.9% | +12.3% | +6.6% | +10.9% |
| 6M | +44.3% | +21.9% | +22.4% | +28.3% |
| YTD | +58.7% | +13.6% | +45.1% | +45.8% |
| 1Y | +0.1% | +0.5% | -0.4% | -1.6% |
| 3Y | -24.4% | +43.8% | -68.2% | -38.4% |
| 5Y | -54.4% | +41.2% | -95.6% | -63.3% |
| All | +8.0% | +149.4% | -141.4% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling