+732.5%
IVZ vs KMX
+475.4%
+257.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | +4.0% | +11.7% | -7.7% | +0.3% |
| 3M | +18.2% | +34.9% | -16.7% | +6.6% |
| 6M | +32.8% | +50.3% | -17.4% | +14.4% |
| YTD | +28.7% | +63.8% | -35.0% | +7.3% |
| 1Y | +55.4% | +3.8% | +51.5% | +45.8% |
| 3Y | +135.2% | -24.3% | +159.5% | +141.2% |
| 5Y | +64.2% | -50.2% | +114.4% | +85.8% |
| 10Y | +64.6% | +5.4% | +59.2% | +46.7% |
| All | +732.5% | +475.4% | +257.1% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling