-24.0%
NKE vs KMX
+11.6%
-35.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.2% |
| 30D | -8.2% | +4.4% | -12.6% | -9.6% |
| 3M | -19.1% | +18.9% | -38.0% | -24.2% |
| 6M | -32.6% | +44.3% | -76.9% | -41.6% |
| YTD | -40.7% | +58.7% | -99.4% | -50.5% |
| 1Y | -48.9% | +0.1% | -49.0% | -51.1% |
| 3Y | -59.2% | -24.4% | -34.8% | -58.3% |
| 5Y | -75.3% | -54.4% | -20.9% | -71.2% |
| All | -24.0% | +11.6% | -35.6% | -34.3% |
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