+59.1%
NOC vs KMX
-54.8%
+113.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.8% | -3.1% | +3.9% | +0.8% |
| 30D | -9.7% | +4.4% | -14.1% | -9.8% |
| 3M | -5.6% | +18.9% | -24.6% | -6.0% |
| 6M | -28.6% | +44.3% | -72.9% | -29.3% |
| YTD | -7.9% | +58.7% | -66.6% | -9.1% |
| 1Y | -9.5% | +0.1% | -9.6% | -9.6% |
| 3Y | +28.4% | -24.4% | +52.8% | +28.9% |
| All | +59.1% | -54.8% | +113.9% | +66.5% |
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 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