+323.9%
KMX vs VT
+374.2%
-50.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | +11.7% | +1.0% | +10.7% | +10.5% |
| 3M | +34.9% | +2.4% | +32.5% | +31.2% |
| 6M | +50.3% | +12.0% | +38.3% | +31.7% |
| YTD | +63.8% | +15.3% | +48.5% | +39.1% |
| 1Y | +3.8% | +22.6% | -18.7% | -17.2% |
| 3Y | -24.3% | +74.7% | -98.9% | -58.9% |
| 5Y | -50.2% | +66.1% | -116.4% | -70.7% |
| 10Y | +5.4% | +225.0% | -219.6% | -69.1% |
| All | +323.9% | +374.2% | -50.3% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling