+187.5%
NVT vs KMX
-25.1%
+212.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +4.1% | -3.1% | +7.2% | +4.8% |
| 30D | -5.1% | +4.4% | -9.6% | -6.2% |
| 3M | -1.2% | +18.9% | -20.1% | -5.8% |
| 6M | +46.6% | +44.3% | +2.3% | +31.9% |
| YTD | +60.0% | +58.7% | +1.3% | +39.3% |
| 1Y | +70.8% | +0.1% | +70.7% | +69.0% |
| 3Y | +187.5% | -24.4% | +212.0% | +193.9% |
| All | +187.5% | -25.1% | +212.6% | +193.9% |
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