+8.0%
KMX vs VIG
+250.0%
-242.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -1.7% |
| 30D | +4.4% | -2.7% | +7.2% | +8.4% |
| 3M | +18.9% | +2.5% | +16.4% | +15.0% |
| 6M | +44.3% | +9.2% | +35.1% | +28.5% |
| YTD | +58.7% | +9.8% | +48.9% | +40.8% |
| 1Y | +0.1% | +12.4% | -12.3% | -13.3% |
| 3Y | -24.4% | +55.9% | -80.3% | -56.2% |
| 5Y | -54.4% | +63.9% | -118.4% | -74.5% |
| All | +8.0% | +250.0% | -242.1% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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