+41.6%
NYT vs KMX
-54.8%
+96.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.2% |
| 7D | -0.6% | -3.1% | +2.5% | -0.1% |
| 30D | +4.6% | +4.4% | +0.1% | +3.8% |
| 3M | -9.6% | +18.9% | -28.5% | -12.5% |
| 6M | -14.0% | +44.3% | -58.3% | -20.3% |
| YTD | -2.8% | +58.7% | -61.5% | -12.2% |
| 1Y | +15.6% | +0.1% | +15.5% | +13.7% |
| 3Y | +56.3% | -24.4% | +80.7% | +59.4% |
| All | +41.6% | -54.8% | +96.4% | +53.0% |
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