+506.3%
NOW vs KMX
+6.5%
+499.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.7% | +1.5% | -10.3% | -9.1% |
| 30D | -29.3% | +3.0% | -32.3% | -30.3% |
| 3M | -21.8% | -7.8% | -14.0% | -20.8% |
| 6M | +9.2% | +34.3% | -25.1% | -1.1% |
| YTD | -35.0% | +40.2% | -75.2% | -42.9% |
| 1Y | -42.5% | +63.0% | -105.5% | -51.8% |
| 3Y | -21.5% | -14.5% | -7.1% | -24.4% |
| 5Y | -25.8% | -64.3% | +38.6% | -10.8% |
| 10Y | +506.3% | +2.8% | +503.6% | +428.7% |
| All | +506.3% | +6.5% | +499.9% | +428.7% |
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 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