+95.7%
NTR vs KMX
-6.2%
+101.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | +21.7% | +2.6% | +19.2% | +21.0% |
| 3M | +22.8% | +25.6% | -2.8% | +16.2% |
| 6M | +8.2% | +41.9% | -33.6% | -1.4% |
| YTD | +32.9% | +56.0% | -23.1% | +18.0% |
| 1Y | +45.3% | -1.8% | +47.1% | +41.6% |
| 3Y | +41.7% | -25.7% | +67.4% | +43.2% |
| 5Y | +49.8% | -54.7% | +104.6% | +66.4% |
| All | +95.7% | -6.2% | +101.9% | +58.0% |
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 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