+30.6%
VCIT vs KMX
+13.6%
+17.1%
-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 | -1.6% | -7.0% | +5.4% | -1.4% |
| 6M | -2.1% | +34.1% | -36.2% | -3.4% |
| YTD | -1.6% | +40.0% | -41.6% | -3.2% |
| 1Y | -0.8% | +67.2% | -68.0% | -3.2% |
| 3Y | +19.9% | -13.4% | +33.4% | +19.3% |
| 5Y | +3.3% | -65.1% | +68.4% | +5.6% |
| 10Y | +30.6% | +6.9% | +23.7% | +28.1% |
| All | +30.6% | +13.6% | +17.1% | +28.1% |
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