+158.7%
KMX vs VYM
+488.1%
-329.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.1% |
| 30D | +4.4% | -2.2% | +6.7% | +7.6% |
| 3M | +18.9% | +3.1% | +15.8% | +14.4% |
| 6M | +44.3% | +9.7% | +34.6% | +28.3% |
| YTD | +58.7% | +14.9% | +43.8% | +33.3% |
| 1Y | +0.1% | +17.6% | -17.5% | -17.9% |
| 3Y | -24.4% | +65.3% | -89.7% | -58.9% |
| 5Y | -54.4% | +78.7% | -133.1% | -76.8% |
| 10Y | +11.0% | +208.2% | -197.2% | -71.5% |
| All | +158.7% | +488.1% | -329.4% | -70.2% |
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