+155.4%
KMX vs VYM
+484.2%
-328.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | -3.4% | -1.9% | -1.5% | -1.0% |
| 30D | +4.0% | -2.6% | +6.6% | +7.6% |
| 3M | +24.8% | +3.6% | +21.2% | +19.3% |
| 6M | +43.6% | +8.7% | +34.9% | +29.2% |
| YTD | +56.6% | +14.1% | +42.5% | +32.7% |
| 1Y | +2.2% | +17.8% | -15.6% | -16.4% |
| 3Y | -25.4% | +64.5% | -90.0% | -59.2% |
| 5Y | -55.0% | +77.5% | -132.5% | -77.0% |
| 10Y | +9.6% | +206.1% | -196.6% | -71.6% |
| All | +155.4% | +484.2% | -328.8% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling