+730.1%
NVT vs KMX
-2.5%
+732.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +7.0% | -1.9% | +8.9% | +7.6% |
| 30D | -2.3% | +2.6% | -4.9% | -3.4% |
| 3M | -3.1% | +25.6% | -28.7% | -11.4% |
| 6M | +47.0% | +41.9% | +5.2% | +26.9% |
| YTD | +56.2% | +56.0% | +0.2% | +28.9% |
| 1Y | +74.5% | -1.8% | +76.3% | +66.5% |
| 3Y | +184.0% | -25.7% | +209.8% | +192.7% |
| 5Y | +410.8% | -54.7% | +465.5% | +514.0% |
| All | +730.1% | -2.5% | +732.6% | +567.6% |
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