+72.7%
NEM vs KMX
+5.0%
+67.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | +23.1% | +11.7% | +11.4% | +22.1% |
| 3M | +18.5% | +34.9% | -16.4% | +16.2% |
| 6M | +7.8% | +50.3% | -42.5% | +4.2% |
| YTD | +29.1% | +63.8% | -34.7% | +25.5% |
| 1Y | +72.7% | +3.8% | +68.8% | +64.9% |
| All | +72.7% | +5.0% | +67.7% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling