-99.1%
NVD vs KMX
-24.2%
-74.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.6% |
| 7D | +10.8% | -3.1% | +13.9% | +9.9% |
| 30D | +0.8% | +4.4% | -3.7% | +2.2% |
| 3M | -20.8% | +18.9% | -39.7% | -15.7% |
| 6M | -41.2% | +44.3% | -85.4% | -32.6% |
| YTD | -44.2% | +58.7% | -102.9% | -33.4% |
| 1Y | -54.2% | +0.1% | -54.3% | -53.8% |
| 3Y | -99.1% | -24.4% | -74.7% | -99.1% |
| All | -99.1% | -24.2% | -74.9% | -99.1% |
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