+3,879.5%
NEE vs KMX
+450.6%
+3,428.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.1% |
| 30D | -0.2% | +4.1% | -4.3% | -0.7% |
| 3M | +0.5% | +27.5% | -27.0% | -2.2% |
| 6M | -6.5% | +43.6% | -50.1% | -10.5% |
| YTD | +6.7% | +56.8% | -50.1% | +0.9% |
| 1Y | +23.6% | -1.3% | +24.9% | +21.7% |
| 3Y | +37.1% | -25.4% | +62.5% | +37.5% |
| 5Y | +10.9% | -53.9% | +64.8% | +14.6% |
| 10Y | +245.4% | +0.7% | +244.7% | +224.5% |
| All | +3,879.5% | +450.6% | +3,428.9% | +2,942.7% |
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