+112.5%
NET vs KMX
-50.1%
+162.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -7.0% | +1.9% | -8.9% | -7.8% |
| 30D | -4.8% | +11.7% | -16.5% | -9.8% |
| 3M | +3.8% | +34.9% | -31.1% | -11.5% |
| 6M | +50.0% | +50.3% | -0.2% | +18.7% |
| YTD | +41.5% | +63.8% | -22.3% | +5.0% |
| 1Y | +32.8% | +3.8% | +29.0% | +21.8% |
| 3Y | +335.9% | -24.3% | +360.2% | +351.0% |
| All | +112.5% | -50.1% | +162.5% | +189.9% |
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