+473.3%
VFC vs KMX
+389.9%
+83.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | +30.7% | +6.3% | +24.4% | +28.8% |
| 3M | +40.6% | -7.4% | +48.0% | +42.5% |
| 6M | +16.5% | +37.9% | -21.4% | +7.9% |
| YTD | +16.2% | +39.5% | -23.3% | +6.6% |
| 1Y | +42.4% | +57.9% | -15.4% | +27.3% |
| 3Y | +48.1% | -15.0% | +63.0% | +51.8% |
| 5Y | -67.8% | -64.1% | -3.7% | -61.9% |
| 10Y | -48.5% | -1.6% | -46.8% | -49.3% |
| All | +473.3% | +389.9% | +83.4% | +357.9% |
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