+138.6%
NOK vs KMX
+11.6%
+126.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.5% |
| 7D | +11.0% | -3.1% | +14.1% | +11.6% |
| 30D | +7.8% | +4.4% | +3.4% | +6.8% |
| 3M | -21.0% | +18.9% | -39.9% | -24.3% |
| 6M | +40.9% | +44.3% | -3.4% | +28.7% |
| YTD | +72.0% | +58.7% | +13.3% | +53.4% |
| 1Y | +140.9% | +0.1% | +140.8% | +134.2% |
| 3Y | +194.3% | -24.4% | +218.7% | +197.8% |
| 5Y | +112.5% | -54.4% | +166.9% | +132.0% |
| All | +138.6% | +11.6% | +126.9% | +99.1% |
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