+2,037.7%
NSC vs KMX
+475.4%
+1,562.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -5.5% | +1.9% | -7.4% | -5.9% |
| 30D | -3.2% | +11.7% | -14.9% | -5.3% |
| 3M | +7.7% | +34.9% | -27.2% | +1.1% |
| 6M | +4.5% | +50.3% | -45.7% | -4.6% |
| YTD | +15.6% | +63.8% | -48.2% | +3.2% |
| 1Y | +19.8% | +3.8% | +16.0% | +15.2% |
| 3Y | +70.1% | -24.3% | +94.4% | +70.9% |
| 5Y | +46.1% | -50.2% | +96.3% | +54.0% |
| 10Y | +328.1% | +5.4% | +322.7% | +282.0% |
| All | +2,037.7% | +475.4% | +1,562.3% | +1,424.4% |
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 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