+448.2%
NFLX vs KMX
-2.3%
+450.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.8% |
| 30D | -11.9% | +6.8% | -18.8% | -13.4% |
| 3M | -20.6% | -11.4% | -9.2% | -18.6% |
| 6M | -29.0% | +43.6% | -72.6% | -35.3% |
| YTD | -33.7% | +37.7% | -71.4% | -39.9% |
| 1Y | -46.2% | +53.0% | -99.1% | -52.6% |
| 3Y | +39.8% | -16.3% | +56.1% | +35.3% |
| 5Y | -9.0% | -64.2% | +55.3% | +6.6% |
| All | +448.2% | -2.3% | +450.5% | +387.2% |
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