-9.7%
NOC vs KMX
+5.0%
-14.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -5.2% | +1.9% | -7.1% | -5.1% |
| 30D | -7.2% | +11.7% | -18.9% | -7.0% |
| 3M | -5.1% | +34.9% | -40.0% | -4.7% |
| 6M | -31.1% | +50.3% | -81.3% | -30.8% |
| YTD | -8.6% | +63.8% | -72.4% | -8.2% |
| 1Y | -9.7% | +3.8% | -13.6% | -9.3% |
| All | -9.7% | +5.0% | -14.7% | -9.3% |
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 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