-55.6%
NVTS vs KMX
-64.6%
+9.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -7.1% |
| 7D | +3.9% | +3.4% | +0.6% | +2.1% |
| 30D | -4.3% | +6.8% | -11.2% | -8.7% |
| 3M | -34.5% | -11.4% | -23.1% | -30.3% |
| 6M | -57.7% | +43.6% | -101.3% | -66.9% |
| YTD | +25.4% | +37.7% | -12.4% | -3.3% |
| 1Y | +13.1% | +53.0% | -39.8% | -19.3% |
| 3Y | +48.9% | -16.3% | +65.2% | +48.6% |
| All | -55.6% | -64.6% | +9.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling