+96.1%
VCIT vs KMX
+153.0%
-56.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.1% | -7.4% | +7.5% | +0.3% |
| 30D | +1.9% | -3.4% | +5.3% | +2.0% |
| 3M | -1.4% | -11.3% | +9.9% | -1.2% |
| 6M | -2.1% | +30.6% | -32.7% | -2.8% |
| YTD | -1.6% | +33.2% | -34.9% | -2.5% |
| 1Y | -0.9% | +66.7% | -67.6% | -2.3% |
| 3Y | +20.0% | -22.1% | +42.0% | +19.9% |
| 5Y | +3.1% | -66.7% | +69.9% | +3.9% |
| 10Y | +28.7% | +1.9% | +26.8% | +28.7% |
| All | +96.1% | +153.0% | -56.9% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling