-24.2%
VFC vs KMX
-26.1%
+1.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.0% | -3.4% | -0.6% | -2.2% |
| 30D | -14.6% | +4.0% | -18.6% | -16.6% |
| 3M | -23.1% | +24.8% | -47.9% | -32.5% |
| 6M | -25.2% | +43.6% | -68.9% | -40.8% |
| YTD | -29.5% | +56.6% | -86.1% | -47.8% |
| 1Y | -14.4% | +2.2% | -16.6% | -19.4% |
| All | -24.2% | -26.1% | +1.9% | -18.2% |
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