+667.4%
NFLX vs KMX
+10.2%
+657.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -8.1% | -3.4% | -4.7% | -7.4% |
| 30D | +1.6% | +4.0% | -2.4% | +0.7% |
| 3M | -7.3% | +24.8% | -32.1% | -12.2% |
| 6M | -21.6% | +43.6% | -65.2% | -28.8% |
| YTD | -18.9% | +56.6% | -75.6% | -28.2% |
| 1Y | -39.1% | +2.2% | -41.3% | -41.3% |
| 3Y | +71.7% | -25.4% | +97.1% | +73.0% |
| 5Y | +27.0% | -55.0% | +82.0% | +40.7% |
| All | +667.4% | +10.2% | +657.2% | +648.2% |
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