+8.0%
KMX vs VCLT
+17.1%
-9.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.1% | -1.4% | -1.8% | -2.1% |
| 30D | +4.4% | -1.2% | +5.6% | +5.4% |
| 3M | +18.9% | -4.8% | +23.7% | +23.4% |
| 6M | +44.3% | -2.6% | +46.9% | +47.3% |
| YTD | +58.7% | -3.3% | +62.0% | +62.9% |
| 1Y | +0.1% | -4.8% | +4.9% | +3.9% |
| 3Y | -24.4% | +11.5% | -35.9% | -29.9% |
| 5Y | -54.4% | -17.0% | -37.5% | -49.3% |
| All | +8.0% | +17.1% | -9.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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