+27.4%
IVZ vs KMX
-66.8%
+94.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | -2.4% | -7.4% | +4.9% | +0.4% |
| 30D | -11.2% | -3.4% | -7.8% | -10.3% |
| 3M | -14.0% | -11.3% | -2.6% | -10.5% |
| 6M | +0.5% | +30.6% | -30.1% | -11.4% |
| YTD | +5.4% | +33.2% | -27.8% | -9.9% |
| 1Y | +19.5% | +66.7% | -47.3% | -7.7% |
| 3Y | +128.7% | -22.1% | +150.8% | +137.4% |
| All | +27.4% | -66.8% | +94.1% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling