+32.6%
NET vs KMX
-62.7%
+95.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -4.0% |
| 7D | -16.4% | +2.1% | -18.5% | -17.4% |
| 30D | -25.8% | +0.5% | -26.4% | -26.8% |
| 3M | -11.5% | -4.1% | -7.4% | -11.3% |
| 6M | +18.9% | +49.5% | -30.6% | -6.1% |
| YTD | +35.2% | +42.7% | -7.5% | +5.1% |
| 1Y | +14.5% | +35.3% | -20.9% | -11.5% |
| 3Y | +313.8% | -17.7% | +331.5% | +284.6% |
| 5Y | +32.6% | -63.5% | +96.1% | +112.3% |
| All | +32.6% | -62.7% | +95.2% | +112.3% |
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 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