+391.6%
NEM vs KMX
+450.6%
-59.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | +3.9% | -0.7% | +4.6% | +3.9% |
| 30D | +12.7% | +4.1% | +8.6% | +12.5% |
| 3M | +28.7% | +27.5% | +1.1% | +26.7% |
| 6M | +9.8% | +43.6% | -33.8% | +7.1% |
| YTD | +28.1% | +56.8% | -28.7% | +24.3% |
| 1Y | +69.3% | -1.3% | +70.7% | +68.0% |
| 3Y | +247.7% | -25.4% | +273.1% | +248.1% |
| 5Y | +153.4% | -53.9% | +207.3% | +157.4% |
| 10Y | +291.3% | +0.7% | +290.6% | +274.1% |
| All | +391.6% | +450.6% | -59.1% | +392.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling