-12.8%
NVO vs KMX
+5.0%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.1% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +6.0% | +11.7% | -5.7% | +4.0% |
| 3M | +7.9% | +34.9% | -27.0% | +2.3% |
| 6M | +27.1% | +50.3% | -23.2% | +16.5% |
| YTD | -3.8% | +63.8% | -67.6% | -14.1% |
| 1Y | -12.8% | +3.8% | -16.7% | -12.8% |
| All | -12.8% | +5.0% | -17.8% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling