+6.9%
KMX vs VT
+223.7%
-216.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +1.8% |
| 7D | -4.1% | +0.4% | -4.5% | -4.5% |
| 30D | +2.9% | -2.6% | +5.4% | +6.3% |
| 3M | -7.0% | -3.2% | -3.8% | -3.1% |
| 6M | +34.1% | +0.9% | +33.2% | +32.3% |
| YTD | +40.0% | +11.3% | +28.7% | +21.9% |
| 1Y | +67.2% | +14.0% | +53.2% | +41.2% |
| 3Y | -13.4% | +75.8% | -89.3% | -56.9% |
| 5Y | -65.1% | +57.8% | -122.9% | -79.8% |
| 10Y | +6.9% | +219.8% | -212.9% | -71.0% |
| All | +6.9% | +223.7% | -216.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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