+55.9%
VFC vs KMX
-13.7%
+69.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.4% | -2.3% | +0.9% | -0.3% |
| 30D | +30.7% | +6.3% | +24.4% | +26.0% |
| 3M | +40.6% | -7.4% | +48.0% | +44.9% |
| 6M | +16.5% | +37.9% | -21.4% | -5.3% |
| YTD | +16.2% | +39.5% | -23.3% | -10.1% |
| 1Y | +42.4% | +57.9% | -15.4% | +1.8% |
| All | +55.9% | -13.7% | +69.6% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling