+279.6%
KMX vs VO
+827.2%
-547.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +11.7% | -0.3% | +12.0% | +12.1% |
| 3M | +34.9% | +2.9% | +31.9% | +30.5% |
| 6M | +50.3% | +9.3% | +40.9% | +35.3% |
| YTD | +63.8% | +14.2% | +49.6% | +40.7% |
| 1Y | +3.8% | +15.3% | -11.4% | -11.1% |
| 3Y | -24.3% | +56.2% | -80.5% | -53.5% |
| 5Y | -50.2% | +42.4% | -92.7% | -65.0% |
| 10Y | +5.4% | +194.7% | -189.4% | -67.1% |
| All | +279.6% | +827.2% | -547.7% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling