+152.5%
IVZ vs KMX
-14.8%
+167.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.9% |
| 7D | +7.6% | +3.4% | +4.2% | +6.5% |
| 30D | +4.3% | +6.8% | -2.5% | +2.0% |
| 3M | -9.3% | -11.4% | +2.0% | -6.1% |
| 6M | +5.2% | +43.6% | -38.3% | -8.7% |
| YTD | +13.4% | +37.7% | -24.3% | -2.5% |
| 1Y | +25.4% | +53.0% | -27.6% | +2.9% |
| 3Y | +152.5% | -16.3% | +168.8% | +164.7% |
| All | +152.5% | -14.8% | +167.3% | +164.7% |
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