+271.0%
VFC vs KMX
+475.4%
-204.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -11.6% | +11.7% | -23.3% | -13.8% |
| 3M | -18.1% | +34.9% | -53.0% | -23.5% |
| 6M | -27.4% | +50.3% | -77.6% | -34.1% |
| YTD | -24.8% | +63.8% | -88.6% | -33.3% |
| 1Y | -8.2% | +3.8% | -12.0% | -11.0% |
| 3Y | -29.1% | -24.3% | -4.8% | -26.0% |
| 5Y | -79.2% | -50.2% | -28.9% | -76.9% |
| 10Y | -68.1% | +5.4% | -73.5% | -69.2% |
| All | +271.0% | +475.4% | -204.4% | +186.8% |
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