+302.5%
NSC vs KMX
+13.6%
+289.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.5% |
| 7D | -5.4% | -4.1% | -1.3% | -4.3% |
| 30D | +2.9% | +2.9% | +0.1% | +2.0% |
| 3M | -2.2% | -7.0% | +4.8% | -0.7% |
| 6M | +5.3% | +34.1% | -28.9% | -4.3% |
| YTD | +14.8% | +40.0% | -25.3% | +1.3% |
| 1Y | +16.6% | +67.2% | -50.6% | -2.6% |
| 3Y | +78.6% | -13.4% | +92.0% | +72.4% |
| 5Y | +27.2% | -65.1% | +92.2% | +59.5% |
| 10Y | +302.5% | +6.9% | +295.6% | +201.6% |
| All | +302.5% | +13.6% | +289.0% | +201.6% |
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