+1,096.8%
NVS vs KMX
+448.1%
+648.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -15.4% | -1.9% | -13.5% | -15.2% |
| 30D | -12.3% | +2.6% | -14.9% | -12.5% |
| 3M | -7.8% | +25.6% | -33.4% | -9.8% |
| 6M | -13.0% | +41.9% | -54.8% | -16.0% |
| YTD | +2.8% | +56.0% | -53.3% | -1.8% |
| 1Y | +10.6% | -1.8% | +12.4% | +9.4% |
| 3Y | +55.1% | -25.7% | +80.8% | +55.3% |
| 5Y | +91.7% | -54.7% | +146.4% | +97.1% |
| 10Y | +181.2% | +9.2% | +172.1% | +161.5% |
| All | +1,096.8% | +448.1% | +648.7% | +869.5% |
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