+170.2%
VEA vs KMX
+152.3%
+17.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.3% | -1.9% | +2.2% | +0.8% |
| 30D | +0.4% | +2.6% | -2.1% | -0.3% |
| 3M | +4.8% | +25.6% | -20.8% | -2.1% |
| 6M | +11.3% | +41.9% | -30.6% | -0.4% |
| YTD | +17.4% | +56.0% | -38.6% | +1.7% |
| 1Y | +26.2% | -1.8% | +28.0% | +21.5% |
| 3Y | +77.7% | -25.7% | +103.5% | +78.4% |
| 5Y | +60.9% | -54.7% | +115.7% | +77.1% |
| 10Y | +163.6% | +9.2% | +154.4% | +102.0% |
| All | +170.2% | +152.3% | +17.9% | +14.4% |
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