+80.1%
IVV vs KMX
-22.2%
+102.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +0.1% | +11.7% | -11.6% | -1.5% |
| 3M | +2.0% | +34.9% | -32.9% | -2.6% |
| 6M | +13.0% | +50.3% | -37.2% | +5.5% |
| YTD | +13.6% | +63.8% | -50.2% | +4.2% |
| 1Y | +20.1% | +3.8% | +16.2% | +18.4% |
| All | +80.1% | -22.2% | +102.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling