+327.1%
NET vs KMX
-23.7%
+350.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -7.0% | +1.9% | -8.9% | -7.4% |
| 30D | -4.8% | +11.7% | -16.5% | -7.3% |
| 3M | +3.8% | +34.9% | -31.1% | -4.0% |
| 6M | +50.0% | +50.3% | -0.2% | +33.8% |
| YTD | +41.5% | +63.8% | -22.3% | +22.0% |
| 1Y | +32.8% | +3.8% | +29.0% | +30.4% |
| All | +327.1% | -23.7% | +350.8% | +304.5% |
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