-68.5%
VFC vs KMX
+11.6%
-80.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +3.7% |
| 7D | -1.4% | -3.1% | +1.7% | +0.1% |
| 30D | -9.0% | +4.4% | -13.4% | -11.0% |
| 3M | -24.2% | +18.9% | -43.1% | -30.8% |
| 6M | -18.5% | +44.3% | -62.8% | -33.2% |
| YTD | -25.9% | +58.7% | -84.6% | -42.5% |
| 1Y | -13.0% | +0.1% | -13.1% | -18.0% |
| 3Y | -20.3% | -24.4% | +4.1% | -13.8% |
| 5Y | -78.1% | -54.4% | -23.7% | -72.3% |
| All | -68.5% | +11.6% | -80.2% | -73.1% |
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