-24.4%
KMX vs VYM
+65.1%
-89.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.2% |
| 7D | -3.1% | -0.8% | -2.3% | -1.8% |
| 30D | +4.4% | -2.2% | +6.7% | +8.6% |
| 3M | +18.9% | +3.1% | +15.8% | +12.8% |
| 6M | +44.3% | +9.7% | +34.6% | +22.9% |
| YTD | +58.7% | +14.9% | +43.8% | +25.4% |
| 1Y | +0.1% | +17.6% | -17.5% | -23.5% |
| 3Y | -24.4% | +65.3% | -89.7% | -70.7% |
| All | -24.4% | +65.1% | -89.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling