+3,940.8%
NEE vs KMX
+383.8%
+3,556.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -2.1% | +3.4% | -5.5% | -2.5% |
| 30D | +8.6% | +6.8% | +1.8% | +7.8% |
| 3M | -0.3% | -11.4% | +11.1% | +0.8% |
| 6M | -8.9% | +43.6% | -52.5% | -12.7% |
| YTD | +8.3% | +37.7% | -29.4% | +3.7% |
| 1Y | +4.3% | +53.0% | -48.7% | -1.4% |
| 3Y | +70.7% | -16.3% | +87.0% | +69.0% |
| 5Y | +12.8% | -64.2% | +77.0% | +19.6% |
| 10Y | +287.2% | -2.8% | +290.1% | +265.6% |
| All | +3,940.8% | +383.8% | +3,556.9% | +3,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling