+1,686.4%
NI vs KMX
+450.6%
+1,235.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.7% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -1.7% | +4.1% | -5.8% | -2.1% |
| 3M | -8.0% | +27.5% | -35.5% | -10.5% |
| 6M | -8.6% | +43.6% | -52.2% | -12.5% |
| YTD | +2.3% | +56.8% | -54.4% | -3.2% |
| 1Y | +6.9% | -1.3% | +8.3% | +5.3% |
| 3Y | +70.6% | -25.4% | +95.9% | +70.8% |
| 5Y | +96.4% | -53.9% | +150.3% | +102.6% |
| 10Y | +136.1% | +0.7% | +135.5% | +120.7% |
| All | +1,686.4% | +450.6% | +1,235.8% | +1,300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling