+41.5%
NU vs KMX
-58.7%
+100.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | -4.9% | -3.1% | -1.8% | -3.9% |
| 30D | +7.8% | +4.4% | +3.4% | +6.1% |
| 3M | +20.9% | +18.9% | +2.0% | +12.3% |
| 6M | +0.9% | +44.3% | -43.4% | -14.1% |
| YTD | -12.7% | +58.7% | -71.4% | -29.2% |
| 1Y | -6.4% | +0.1% | -6.5% | -10.6% |
| 3Y | +98.1% | -24.4% | +122.5% | +105.0% |
| All | +41.5% | -58.7% | +100.2% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling