+28.8%
VCIT vs KMX
+6.1%
+22.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -0.8% | +11.7% | -12.4% | -1.2% |
| 3M | -1.0% | +34.9% | -35.9% | -2.2% |
| 6M | -1.8% | +50.3% | -52.1% | -3.6% |
| YTD | -0.7% | +63.8% | -64.5% | -2.9% |
| 1Y | +1.0% | +3.8% | -2.9% | +0.4% |
| 3Y | +18.8% | -24.3% | +43.1% | +19.0% |
| 5Y | +3.5% | -50.2% | +53.7% | +4.3% |
| All | +28.8% | +6.1% | +22.7% | +25.7% |
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