-12.9%
NVTS vs KMX
-56.5%
+43.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +0.5% | -3.4% | +3.8% | +2.5% |
| 30D | -18.0% | +4.0% | -22.0% | -20.2% |
| 3M | -45.6% | +24.8% | -70.4% | -53.1% |
| 6M | +28.5% | +43.6% | -15.2% | -0.7% |
| YTD | +56.2% | +56.6% | -0.5% | +12.4% |
| 1Y | +97.7% | +2.2% | +95.4% | +81.1% |
| 3Y | +35.0% | -25.4% | +60.4% | +48.4% |
| All | -12.9% | -56.5% | +43.6% | +58.3% |
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