+16.5%
NYT vs KMX
+35.0%
-18.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -0.9% |
| 7D | -3.9% | +2.1% | -6.0% | -3.8% |
| 30D | +4.3% | +0.5% | +3.8% | +4.2% |
| 3M | -11.7% | -4.1% | -7.6% | -11.9% |
| 6M | -14.4% | +49.5% | -63.9% | -13.3% |
| YTD | -3.0% | +42.7% | -45.7% | -2.4% |
| 1Y | +16.5% | +35.3% | -18.8% | +17.3% |
| All | +16.5% | +35.0% | -18.4% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling