+313.7%
IVV vs KMX
+0.4%
+313.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -1.0% | +4.1% | -5.1% | -2.0% |
| 3M | +3.9% | +27.5% | -23.7% | -2.5% |
| 6M | +14.5% | +43.6% | -29.1% | +3.6% |
| YTD | +12.9% | +56.8% | -43.9% | -0.7% |
| 1Y | +19.4% | -1.3% | +20.7% | +15.8% |
| 3Y | +78.8% | -25.4% | +104.2% | +81.1% |
| 5Y | +82.2% | -53.9% | +136.1% | +102.2% |
| 10Y | +313.7% | +0.7% | +313.0% | +256.1% |
| All | +313.7% | +0.4% | +313.2% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling