+99.9%
NXT vs KMX
-26.0%
+125.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.3% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | -17.2% | +4.1% | -21.4% | -18.3% |
| 3M | -32.0% | +27.5% | -59.5% | -37.0% |
| 6M | -15.8% | +43.6% | -59.3% | -25.9% |
| YTD | -1.9% | +56.8% | -58.7% | -16.5% |
| 1Y | +22.5% | -1.3% | +23.8% | +20.0% |
| All | +99.9% | -26.0% | +125.9% | +102.8% |
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