+1,512.6%
NTRS vs KMX
+457.5%
+1,055.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | -0.7% | +4.4% | -5.1% | -1.8% |
| 3M | +11.3% | +18.9% | -7.6% | +6.2% |
| 6M | +35.5% | +44.3% | -8.7% | +22.4% |
| YTD | +40.6% | +58.7% | -18.1% | +23.6% |
| 1Y | +49.2% | +0.1% | +49.1% | +43.4% |
| 3Y | +167.2% | -24.4% | +191.7% | +169.5% |
| 5Y | +94.9% | -54.4% | +149.4% | +113.9% |
| 10Y | +259.5% | +11.0% | +248.4% | +215.2% |
| All | +1,512.6% | +457.5% | +1,055.1% | +781.6% |
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 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