-55.6%
KMX vs VSXY
+37.7%
-93.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | -1.9% | -10.7% | +8.9% | +0.2% |
| 30D | +2.6% | -24.3% | +26.8% | +8.4% |
| 3M | +25.6% | +1.0% | +24.6% | +24.4% |
| 6M | +41.9% | +57.4% | -15.5% | +22.9% |
| YTD | +56.0% | +39.8% | +16.2% | +38.1% |
| 1Y | -1.8% | +196.5% | -198.3% | -28.7% |
| 3Y | -25.7% | +357.2% | -383.0% | -56.6% |
| 5Y | -54.7% | +18.9% | -73.6% | -65.5% |
| All | -55.6% | +37.7% | -93.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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