-55.2%
KMX vs VIG
+62.2%
-117.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.4% |
| 7D | -1.9% | -1.2% | -0.7% | +0.1% |
| 30D | +2.6% | -2.8% | +5.4% | +7.4% |
| 3M | +25.6% | +2.5% | +23.1% | +20.8% |
| 6M | +41.9% | +8.1% | +33.8% | +25.1% |
| YTD | +56.0% | +9.6% | +46.5% | +35.1% |
| 1Y | -1.8% | +14.2% | -15.9% | -19.8% |
| 3Y | -25.7% | +56.1% | -81.8% | -62.6% |
| All | -55.2% | +62.2% | -117.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling