+31.2%
VCIT vs KMX
+13.6%
+17.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.1% |
| 7D | +0.7% | -4.1% | +4.8% | +0.9% |
| 30D | +1.8% | +2.9% | -1.1% | +1.6% |
| 3M | -1.1% | -7.0% | +5.9% | -0.9% |
| 6M | -1.7% | +34.1% | -35.8% | -3.0% |
| YTD | -1.1% | +40.0% | -41.2% | -2.8% |
| 1Y | -0.4% | +67.2% | -67.6% | -2.8% |
| 3Y | +20.5% | -13.4% | +33.9% | +19.8% |
| 5Y | +3.8% | -65.1% | +68.8% | +6.0% |
| 10Y | +31.2% | +6.9% | +24.3% | +28.7% |
| All | +31.2% | +13.6% | +17.7% | +28.7% |
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