+58.9%
NOC vs KMX
-54.8%
+113.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | -3.4% | +1.6% | -1.7% |
| 30D | -9.4% | +4.0% | -13.5% | -9.5% |
| 3M | -3.8% | +24.8% | -28.6% | -4.4% |
| 6M | -28.8% | +43.6% | -72.4% | -29.5% |
| YTD | -7.9% | +56.6% | -64.5% | -9.1% |
| 1Y | -9.0% | +2.2% | -11.3% | -9.2% |
| 3Y | +29.1% | -25.4% | +54.5% | +29.6% |
| 5Y | +58.9% | -55.0% | +114.0% | +66.3% |
| All | +58.9% | -54.8% | +113.8% | +66.3% |
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 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