-48.6%
VFC vs KMX
-2.3%
-46.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.7% |
| 7D | +1.6% | +3.4% | -1.8% | 0.0% |
| 30D | +25.5% | +6.8% | +18.7% | +21.3% |
| 3M | +41.3% | -11.4% | +52.7% | +48.2% |
| 6M | +22.2% | +43.6% | -21.3% | +0.8% |
| YTD | +16.4% | +37.7% | -21.3% | -4.4% |
| 1Y | +38.4% | +53.0% | -14.6% | +8.0% |
| 3Y | +56.2% | -16.3% | +72.5% | +62.4% |
| 5Y | -68.2% | -64.2% | -3.9% | -54.9% |
| All | -48.6% | -2.3% | -46.3% | -53.5% |
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