+212.0%
NXT vs KMX
-31.0%
+243.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -9.4% | +3.4% | -12.8% | -10.3% |
| 30D | +15.1% | +6.8% | +8.3% | +12.5% |
| 3M | -9.1% | -11.4% | +2.3% | -6.3% |
| 6M | -30.3% | +43.6% | -73.9% | -38.4% |
| YTD | +9.1% | +37.7% | -28.6% | -4.4% |
| 1Y | +7.9% | +53.0% | -45.1% | -9.0% |
| 3Y | +176.5% | -16.3% | +192.8% | +171.5% |
| All | +212.0% | -31.0% | +243.0% | +214.3% |
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