-27.3%
NRG vs KMX
+3.5%
-30.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | -6.0% | +4.4% | -10.4% | -6.4% |
| 3M | -8.0% | +18.9% | -26.9% | -9.5% |
| 6M | -23.2% | +44.3% | -67.4% | -25.9% |
| YTD | -28.1% | +58.7% | -86.7% | -31.0% |
| 1Y | -27.3% | +0.1% | -27.4% | -28.4% |
| All | -27.3% | +3.5% | -30.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling