+45.2%
NU vs KMX
-59.4%
+104.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | +8.2% | +2.6% | +5.7% | +7.2% |
| 3M | +26.3% | +25.6% | +0.7% | +14.9% |
| 6M | +2.2% | +41.9% | -39.6% | -12.4% |
| YTD | -10.4% | +56.0% | -66.4% | -26.9% |
| 1Y | -3.0% | -1.8% | -1.2% | -6.7% |
| 3Y | +120.3% | -25.7% | +146.0% | +129.4% |
| All | +45.2% | -59.4% | +104.6% | +165.0% |
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