+219.2%
KMX vs VO
+825.6%
-606.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +3.4% | +3.1% | +0.3% | -0.2% |
| 30D | +6.8% | +2.2% | +4.6% | +4.3% |
| 3M | -11.4% | -2.5% | -8.9% | -8.4% |
| 6M | +43.6% | +7.0% | +36.6% | +33.3% |
| YTD | +37.7% | +14.0% | +23.7% | +18.9% |
| 1Y | +53.0% | +15.6% | +37.3% | +30.2% |
| 3Y | -16.3% | +66.2% | -82.5% | -52.0% |
| 5Y | -64.2% | +36.6% | -100.9% | -73.6% |
| 10Y | -2.8% | +199.0% | -201.8% | -70.1% |
| All | +219.2% | +825.6% | -606.5% | -72.2% |
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