+215.3%
KMX vs VO
+825.5%
-610.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.4% |
| 7D | 0.0% | +2.9% | -3.0% | -3.4% |
| 30D | +3.5% | +1.0% | +2.5% | +2.5% |
| 3M | -10.4% | -1.7% | -8.7% | -8.3% |
| 6M | +37.6% | +6.7% | +30.9% | +28.1% |
| YTD | +36.1% | +14.0% | +22.1% | +17.5% |
| 1Y | +52.8% | +13.7% | +39.1% | +32.5% |
| 3Y | -17.0% | +65.8% | -82.9% | -52.3% |
| 5Y | -64.7% | +36.6% | -101.3% | -73.9% |
| 10Y | -4.0% | +198.9% | -203.0% | -70.5% |
| All | +215.3% | +825.5% | -610.2% | -72.5% |
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