+64.7%
IVZ vs KMX
+6.1%
+58.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +0.6% | +1.9% | -1.3% | -0.2% |
| 30D | +4.0% | +11.7% | -7.7% | -1.2% |
| 3M | +18.2% | +34.9% | -16.7% | +1.8% |
| 6M | +32.8% | +50.3% | -17.4% | +6.8% |
| YTD | +28.7% | +63.8% | -35.0% | -1.6% |
| 1Y | +55.4% | +3.8% | +51.5% | +42.1% |
| 3Y | +135.2% | -24.3% | +159.5% | +144.8% |
| 5Y | +64.2% | -50.2% | +114.4% | +98.3% |
| All | +64.7% | +6.1% | +58.6% | +26.9% |
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