+98.0%
NI vs KMX
-54.8%
+152.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.6% | -3.4% | +2.8% | -0.3% |
| 30D | -1.4% | +4.0% | -5.4% | -1.8% |
| 3M | -10.6% | +24.8% | -35.4% | -12.7% |
| 6M | -9.9% | +43.6% | -53.5% | -13.6% |
| YTD | +1.2% | +56.6% | -55.5% | -4.3% |
| 1Y | +4.4% | +2.2% | +2.2% | +3.2% |
| 3Y | +68.6% | -25.4% | +94.1% | +70.5% |
| 5Y | +98.0% | -55.0% | +153.0% | +101.8% |
| All | +98.0% | -54.8% | +152.8% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling