-54.4%
KMX vs VCLT
-17.2%
-37.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.1% | -1.4% | -1.8% | -1.9% |
| 30D | +4.4% | -1.2% | +5.6% | +5.6% |
| 3M | +18.9% | -4.8% | +23.7% | +24.2% |
| 6M | +44.3% | -2.6% | +46.9% | +47.9% |
| YTD | +58.7% | -3.3% | +62.0% | +63.6% |
| 1Y | +0.1% | -4.8% | +4.9% | +4.5% |
| 3Y | -24.4% | +11.5% | -35.9% | -31.0% |
| All | -54.4% | -17.2% | -37.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling