+7,674.5%
NVO vs KMX
+457.5%
+7,217.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.3% |
| 7D | -7.6% | -3.1% | -4.5% | -7.3% |
| 30D | -6.0% | +4.4% | -10.4% | -6.4% |
| 3M | -0.8% | +18.9% | -19.7% | -2.7% |
| 6M | +16.5% | +44.3% | -27.8% | +11.5% |
| YTD | -11.1% | +58.7% | -69.8% | -15.8% |
| 1Y | -16.7% | +0.1% | -16.8% | -17.8% |
| 3Y | -52.9% | -24.4% | -28.5% | -52.7% |
| 5Y | -3.0% | -54.4% | +51.4% | +0.5% |
| 10Y | +147.1% | +11.0% | +136.0% | +129.6% |
| All | +7,674.5% | +457.5% | +7,217.0% | +5,811.6% |
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 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