+50.5%
IVZ vs KMX
+13.6%
+37.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +4.5% |
| 7D | +4.1% | -4.1% | +8.2% | +6.1% |
| 30D | -2.0% | +2.9% | -4.9% | -3.5% |
| 3M | -7.8% | -7.0% | -0.8% | -5.5% |
| 6M | +6.3% | +34.1% | -27.8% | -9.3% |
| YTD | +12.6% | +40.0% | -27.5% | -8.3% |
| 1Y | +27.6% | +67.2% | -39.6% | -4.8% |
| 3Y | +154.0% | -13.4% | +167.5% | +146.0% |
| 5Y | +37.3% | -65.1% | +102.4% | +99.2% |
| 10Y | +50.5% | +6.9% | +43.7% | +15.3% |
| All | +50.5% | +13.6% | +37.0% | +15.3% |
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