+269.1%
KMX vs VIG
+623.5%
-354.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.5% |
| 30D | +11.7% | -1.0% | +12.6% | +13.1% |
| 3M | +34.9% | +2.8% | +32.1% | +29.9% |
| 6M | +50.3% | +8.2% | +42.1% | +35.0% |
| YTD | +63.8% | +11.0% | +52.8% | +42.5% |
| 1Y | +3.8% | +16.1% | -12.3% | -14.5% |
| 3Y | -24.3% | +56.2% | -80.4% | -57.5% |
| 5Y | -50.2% | +63.0% | -113.2% | -72.8% |
| 10Y | +5.4% | +241.4% | -236.0% | -78.8% |
| All | +269.1% | +623.5% | -354.4% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling