-51.4%
VG vs KMX
-37.2%
-14.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -22.0% | -7.4% | -14.7% | -21.4% |
| 30D | -11.6% | -3.4% | -8.3% | -11.5% |
| 3M | -14.9% | -11.3% | -3.5% | -13.8% |
| 6M | -3.5% | +30.6% | -34.1% | -9.3% |
| YTD | +70.0% | +33.2% | +36.7% | +56.0% |
| 1Y | +50.0% | +66.7% | -16.7% | +26.9% |
| All | -51.4% | -37.2% | -14.2% | -41.3% |
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