+189.8%
NOC vs KMX
+11.6%
+178.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.8% | -3.1% | +3.9% | +1.1% |
| 30D | -9.7% | +4.4% | -14.1% | -10.1% |
| 3M | -5.6% | +18.9% | -24.6% | -7.5% |
| 6M | -28.6% | +44.3% | -72.9% | -31.6% |
| YTD | -7.9% | +58.7% | -66.6% | -12.9% |
| 1Y | -9.5% | +0.1% | -9.6% | -10.6% |
| 3Y | +28.4% | -24.4% | +52.8% | +28.6% |
| 5Y | +59.0% | -54.4% | +113.4% | +69.0% |
| All | +189.8% | +11.6% | +178.2% | +147.5% |
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