-52.9%
NVO vs KMX
-25.1%
-27.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.4% |
| 7D | -7.6% | -3.1% | -4.5% | -7.1% |
| 30D | -6.0% | +4.4% | -10.4% | -6.7% |
| 3M | -0.8% | +18.9% | -19.7% | -3.8% |
| 6M | +16.5% | +44.3% | -27.8% | +8.1% |
| YTD | -11.1% | +58.7% | -69.8% | -19.2% |
| 1Y | -16.7% | +0.1% | -16.8% | -18.7% |
| 3Y | -52.9% | -24.4% | -28.5% | -52.6% |
| All | -52.9% | -25.1% | -27.8% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling