+1,449.6%
NET vs KMX
-27.1%
+1,476.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -7.0% | +1.9% | -8.9% | -7.6% |
| 30D | -4.8% | +11.7% | -16.5% | -8.7% |
| 3M | +3.8% | +34.9% | -31.1% | -8.0% |
| 6M | +50.0% | +50.3% | -0.2% | +25.9% |
| YTD | +41.5% | +63.8% | -22.3% | +13.5% |
| 1Y | +32.8% | +3.8% | +29.0% | +24.0% |
| 3Y | +335.9% | -24.3% | +360.2% | +346.4% |
| 5Y | +113.8% | -50.2% | +164.1% | +139.1% |
| All | +1,449.6% | -27.1% | +1,476.6% | +1,934.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling