+98.0%
VCIT vs KMX
+211.0%
-113.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -0.8% | +11.7% | -12.4% | -1.0% |
| 3M | -1.0% | +34.9% | -35.9% | -1.7% |
| 6M | -1.8% | +50.3% | -52.1% | -2.9% |
| YTD | -0.7% | +63.8% | -64.5% | -2.0% |
| 1Y | +1.0% | +3.8% | -2.9% | +0.6% |
| 3Y | +18.8% | -24.3% | +43.1% | +18.8% |
| 5Y | +3.5% | -50.2% | +53.7% | +3.6% |
| 10Y | +29.2% | +5.4% | +23.8% | +28.3% |
| All | +98.0% | +211.0% | -113.1% | +103.0% |
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