+612.7%
VEEV vs KMX
+26.2%
+586.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.6% |
| 7D | -5.2% | -0.7% | -4.4% | -5.0% |
| 30D | +14.9% | +4.1% | +10.8% | +13.6% |
| 3M | +58.4% | +27.5% | +30.8% | +47.7% |
| 6M | +35.5% | +43.6% | -8.1% | +21.3% |
| YTD | +18.6% | +56.8% | -38.1% | +3.3% |
| 1Y | -6.3% | -1.3% | -5.0% | -9.5% |
| 3Y | +20.2% | -25.4% | +45.6% | +21.5% |
| 5Y | -13.8% | -53.9% | +40.1% | -4.1% |
| 10Y | +542.0% | +0.7% | +541.4% | +413.9% |
| All | +612.7% | +26.2% | +586.5% | +398.6% |
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