+1,381.0%
NET vs KMX
-36.5%
+1,417.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.7% |
| 7D | -16.4% | +2.1% | -18.5% | -17.2% |
| 30D | -25.8% | +0.5% | -26.4% | -26.5% |
| 3M | -11.5% | -4.1% | -7.4% | -11.3% |
| 6M | +18.9% | +49.5% | -30.6% | -0.1% |
| YTD | +35.2% | +42.7% | -7.5% | +12.7% |
| 1Y | +14.5% | +35.3% | -20.9% | -4.7% |
| 3Y | +313.8% | -17.7% | +331.5% | +302.5% |
| 5Y | +32.6% | -63.5% | +96.1% | +57.2% |
| All | +1,381.0% | -36.5% | +1,417.5% | +1,921.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling