+140.2%
NI vs KMX
+11.6%
+128.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | 0.0% | -3.1% | +3.2% | +0.5% |
| 30D | -1.4% | +4.4% | -5.8% | -2.1% |
| 3M | -10.6% | +18.9% | -29.5% | -13.1% |
| 6M | -9.3% | +44.3% | -53.6% | -14.9% |
| YTD | +1.1% | +58.7% | -57.6% | -6.9% |
| 1Y | +3.4% | +0.1% | +3.3% | +1.4% |
| 3Y | +67.9% | -24.4% | +92.3% | +68.9% |
| 5Y | +98.0% | -54.4% | +152.4% | +111.4% |
| All | +140.2% | +11.6% | +128.6% | +117.5% |
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