-54.4%
KMX vs VICR
+57.6%
-112.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | -0.3% |
| 7D | -3.1% | +5.0% | -8.1% | -3.9% |
| 30D | +4.4% | -12.5% | +16.9% | +5.9% |
| 3M | +18.9% | -33.6% | +52.5% | +23.8% |
| 6M | +44.3% | +10.7% | +33.6% | +34.1% |
| YTD | +58.7% | +80.6% | -21.9% | +33.3% |
| 1Y | +0.1% | +288.4% | -288.2% | -27.8% |
| 3Y | -24.4% | +213.8% | -238.2% | -47.5% |
| All | -54.4% | +57.6% | -112.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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