-20.6%
KMX vs VLTO
+56.1%
-76.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | -4.1% | +2.0% | -6.1% | -5.1% |
| 30D | +2.9% | +21.8% | -18.9% | -7.8% |
| 3M | -7.0% | +20.2% | -27.2% | -16.0% |
| 6M | +34.1% | +36.3% | -2.2% | +12.1% |
| YTD | +40.0% | +18.8% | +21.2% | +26.4% |
| 1Y | +67.2% | +20.4% | +46.8% | +49.3% |
| 3Y | -13.4% | +71.9% | -85.3% | -33.9% |
| All | -20.6% | +56.1% | -76.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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