+27.0%
KMX vs NWSA
+121.6%
-94.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -0.1% |
| 30D | +2.6% | +3.9% | -1.4% | +0.6% |
| 3M | +25.6% | +8.9% | +16.7% | +19.3% |
| 6M | +41.9% | +21.2% | +20.7% | +27.1% |
| YTD | +56.0% | +13.8% | +42.2% | +43.6% |
| 1Y | -1.8% | +1.4% | -3.2% | -3.9% |
| 3Y | -25.7% | +44.0% | -69.7% | -39.0% |
| 5Y | -54.7% | +40.5% | -95.2% | -63.0% |
| 10Y | +9.2% | +149.2% | -140.0% | -36.9% |
| All | +27.0% | +121.6% | -94.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling