+8.0%
KMX vs VO
+200.3%
-192.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.3% |
| 7D | -3.1% | -1.5% | -1.6% | -1.2% |
| 30D | +4.4% | -3.0% | +7.5% | +8.6% |
| 3M | +18.9% | +2.8% | +16.1% | +15.0% |
| 6M | +44.3% | +10.9% | +33.3% | +26.8% |
| YTD | +58.7% | +12.5% | +46.2% | +37.6% |
| 1Y | +0.1% | +12.0% | -11.9% | -12.0% |
| 3Y | -24.4% | +56.3% | -80.7% | -54.8% |
| 5Y | -54.4% | +42.9% | -97.4% | -69.1% |
| All | +8.0% | +200.3% | -192.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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