+43.0%
NVTS vs KMX
-26.3%
+69.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.1% |
| 7D | +3.5% | -1.9% | +5.3% | +4.4% |
| 30D | -11.9% | +2.6% | -14.5% | -13.2% |
| 3M | -49.2% | +25.6% | -74.8% | -55.4% |
| 6M | +38.4% | +41.9% | -3.4% | +12.0% |
| YTD | +62.5% | +56.0% | +6.4% | +23.3% |
| 1Y | +101.4% | -1.8% | +103.2% | +95.3% |
| All | +43.0% | -26.3% | +69.4% | +45.2% |
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