+379.1%
V vs KMX
+11.6%
+367.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.2% | -3.1% | +1.9% | -0.5% |
| 30D | +3.1% | +4.4% | -1.4% | +2.0% |
| 3M | +16.3% | +18.9% | -2.6% | +11.0% |
| 6M | +20.4% | +44.3% | -23.9% | +8.4% |
| YTD | +6.3% | +58.7% | -52.4% | -7.2% |
| 1Y | +8.7% | +0.1% | +8.6% | +5.1% |
| 3Y | +53.3% | -24.4% | +77.7% | +54.4% |
| 5Y | +71.1% | -54.4% | +125.5% | +92.7% |
| All | +379.1% | +11.6% | +367.5% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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