+53.3%
NVS vs KMX
-25.1%
+78.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -14.3% | -3.1% | -11.2% | -14.1% |
| 30D | -10.0% | +4.4% | -14.4% | -10.1% |
| 3M | -10.9% | +18.9% | -29.8% | -11.7% |
| 6M | -12.0% | +44.3% | -56.2% | -13.9% |
| YTD | +2.5% | +58.7% | -56.2% | -0.4% |
| 1Y | +10.7% | +0.1% | +10.6% | +10.2% |
| 3Y | +53.3% | -24.4% | +77.7% | +51.4% |
| All | +53.3% | -25.1% | +78.4% | +51.4% |
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