+3.4%
NI vs KMX
+3.5%
-0.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | 0.0% | -3.1% | +3.2% | +0.1% |
| 30D | -1.4% | +4.4% | -5.8% | -1.5% |
| 3M | -10.6% | +18.9% | -29.5% | -10.9% |
| 6M | -9.3% | +44.3% | -53.6% | -9.8% |
| YTD | +1.1% | +58.7% | -57.6% | +0.2% |
| 1Y | +3.4% | +0.1% | +3.3% | +5.8% |
| All | +3.4% | +3.5% | -0.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling