+170.4%
NXT vs KMX
-21.9%
+192.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -0.2% | -1.9% | +1.6% | +0.3% |
| 30D | -20.0% | +2.6% | -22.5% | -20.7% |
| 3M | -30.9% | +25.6% | -56.5% | -35.9% |
| 6M | -23.8% | +41.9% | -65.7% | -33.0% |
| YTD | -5.4% | +56.0% | -61.5% | -19.8% |
| 1Y | +28.0% | -1.8% | +29.8% | +25.0% |
| 3Y | +93.3% | -25.7% | +119.0% | +100.8% |
| All | +170.4% | -21.9% | +192.3% | +163.7% |
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