+120.2%
NEM vs KMX
-64.6%
+184.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -6.4% | +3.4% | -9.8% | -6.7% |
| 30D | +1.4% | +6.8% | -5.4% | +0.8% |
| 3M | -0.7% | -11.4% | +10.7% | +0.2% |
| 6M | -4.5% | +43.6% | -48.0% | -7.2% |
| YTD | +14.0% | +37.7% | -23.7% | +10.8% |
| 1Y | +27.3% | +53.0% | -25.7% | +22.8% |
| 3Y | +250.5% | -16.3% | +266.8% | +248.7% |
| All | +120.2% | -64.6% | +184.7% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling