+177.4%
NXT vs KMX
-18.0%
+195.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | -15.3% | +11.7% | -27.0% | -18.1% |
| 3M | -43.8% | +34.9% | -78.7% | -48.9% |
| 6M | -18.7% | +50.3% | -68.9% | -29.6% |
| YTD | -3.0% | +63.8% | -66.8% | -18.8% |
| 1Y | +22.7% | +3.8% | +18.9% | +17.8% |
| 3Y | +95.9% | -24.3% | +120.2% | +102.9% |
| All | +177.4% | -18.0% | +195.4% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling