+2,614.6%
NOC vs KMX
+475.4%
+2,139.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -5.2% | +1.9% | -7.1% | -5.3% |
| 30D | -7.2% | +11.7% | -18.9% | -8.2% |
| 3M | -5.1% | +34.9% | -40.0% | -8.1% |
| 6M | -31.1% | +50.3% | -81.3% | -34.1% |
| YTD | -8.6% | +63.8% | -72.4% | -13.6% |
| 1Y | -9.7% | +3.8% | -13.6% | -11.5% |
| 3Y | +24.3% | -24.3% | +48.6% | +23.8% |
| 5Y | +52.6% | -50.2% | +102.9% | +55.4% |
| 10Y | +183.6% | +5.4% | +178.2% | +161.5% |
| All | +2,614.6% | +475.4% | +2,139.2% | +2,098.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling