+250.5%
NEM vs KMX
-26.3%
+276.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | +3.1% | -1.9% | +4.9% | +3.3% |
| 30D | +10.0% | +2.6% | +7.4% | +9.7% |
| 3M | +30.9% | +25.6% | +5.3% | +27.8% |
| 6M | +10.5% | +41.9% | -31.3% | +5.9% |
| YTD | +29.7% | +56.0% | -26.3% | +23.4% |
| 1Y | +71.1% | -1.8% | +72.9% | +69.4% |
| All | +250.5% | -26.3% | +276.8% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling