+1,065.2%
NRG vs KMX
+11.6%
+1,053.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -4.7% | -3.1% | -1.6% | -3.9% |
| 30D | -6.0% | +4.4% | -10.4% | -7.1% |
| 3M | -8.0% | +18.9% | -26.9% | -12.5% |
| 6M | -23.2% | +44.3% | -67.4% | -31.3% |
| YTD | -28.1% | +58.7% | -86.7% | -37.8% |
| 1Y | -27.3% | +0.1% | -27.4% | -29.9% |
| 3Y | +208.7% | -24.4% | +233.1% | +213.7% |
| 5Y | +197.7% | -54.4% | +252.1% | +235.4% |
| All | +1,065.2% | +11.6% | +1,053.5% | +854.0% |
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