+575.6%
NUE vs KMX
+11.6%
+564.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.1% |
| 7D | -0.6% | -3.1% | +2.5% | +0.4% |
| 30D | -4.6% | +4.4% | -9.0% | -6.1% |
| 3M | -0.3% | +18.9% | -19.2% | -6.7% |
| 6M | +51.9% | +44.3% | +7.6% | +31.8% |
| YTD | +60.0% | +58.7% | +1.3% | +33.3% |
| 1Y | +82.9% | +0.1% | +82.8% | +74.3% |
| 3Y | +66.0% | -24.4% | +90.4% | +69.6% |
| 5Y | +149.0% | -54.4% | +203.4% | +190.6% |
| All | +575.6% | +11.6% | +564.0% | +400.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling