-39.3%
VG vs KMX
-22.7%
-16.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.6% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +16.0% | +11.7% | +4.3% | +14.0% |
| 3M | +9.7% | +34.9% | -25.2% | +3.9% |
| 6M | +29.6% | +50.3% | -20.7% | +19.0% |
| YTD | +112.0% | +63.8% | +48.2% | +89.5% |
| 1Y | +12.8% | +3.8% | +9.0% | +19.9% |
| All | -39.3% | -22.7% | -16.6% | -28.7% |
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 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