+443.4%
NOK vs KMX
+450.6%
-7.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.5% | +7.0% |
| 7D | +7.3% | -0.7% | +8.0% | +7.3% |
| 30D | +13.8% | +4.1% | +9.7% | +12.7% |
| 3M | -27.0% | +27.5% | -54.5% | -31.0% |
| 6M | +37.6% | +43.6% | -6.0% | +26.0% |
| YTD | +64.6% | +56.8% | +7.9% | +47.5% |
| 1Y | +132.0% | -1.3% | +133.3% | +124.6% |
| 3Y | +183.7% | -25.4% | +209.0% | +184.7% |
| 5Y | +101.3% | -53.9% | +155.2% | +115.9% |
| 10Y | +122.4% | +0.7% | +121.7% | +93.3% |
| All | +443.4% | +450.6% | -7.2% | +208.7% |
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