+410.4%
NYT vs KMX
+457.5%
-47.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.2% |
| 7D | -0.6% | -3.1% | +2.5% | 0.0% |
| 30D | +4.6% | +4.4% | +0.1% | +3.7% |
| 3M | -9.6% | +18.9% | -28.5% | -12.9% |
| 6M | -14.0% | +44.3% | -58.3% | -20.7% |
| YTD | -2.8% | +58.7% | -61.5% | -12.4% |
| 1Y | +15.6% | +0.1% | +15.5% | +11.8% |
| 3Y | +56.3% | -24.4% | +80.7% | +55.8% |
| 5Y | +39.5% | -54.4% | +93.9% | +49.0% |
| 10Y | +488.0% | +11.0% | +477.0% | +411.8% |
| All | +410.4% | +457.5% | -47.0% | +240.4% |
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