+895.5%
ITOT vs KMX
+250.1%
+645.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.1% |
| 30D | -1.5% | +4.4% | -5.9% | -2.7% |
| 3M | +3.6% | +18.9% | -15.3% | -1.7% |
| 6M | +13.7% | +44.3% | -30.6% | +1.5% |
| YTD | +12.9% | +58.7% | -45.8% | -2.4% |
| 1Y | +17.2% | +0.1% | +17.1% | +12.3% |
| 3Y | +75.6% | -24.4% | +100.1% | +76.0% |
| 5Y | +75.5% | -54.4% | +129.9% | +93.8% |
| 10Y | +302.0% | +11.0% | +290.9% | +224.0% |
| All | +895.5% | +250.1% | +645.4% | +382.5% |
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