+103.5%
NU vs KMX
-26.1%
+129.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.2% | -3.4% | -0.8% | -3.5% |
| 30D | +10.0% | +4.0% | +6.0% | +9.1% |
| 3M | +29.3% | +24.8% | +4.5% | +22.7% |
| 6M | +0.9% | +43.6% | -42.7% | -8.1% |
| YTD | -10.3% | +56.6% | -66.9% | -20.5% |
| 1Y | -3.2% | +2.2% | -5.4% | -5.4% |
| All | +103.5% | -26.1% | +129.6% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling