+137.9%
VGT vs KMX
-54.8%
+192.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -0.2% | -3.1% | +2.9% | +0.6% |
| 30D | -0.4% | +4.4% | -4.9% | -1.6% |
| 3M | +4.4% | +18.9% | -14.5% | -0.5% |
| 6M | +32.1% | +44.3% | -12.2% | +18.7% |
| YTD | +28.8% | +58.7% | -29.9% | +12.2% |
| 1Y | +35.3% | +0.1% | +35.2% | +31.5% |
| 3Y | +124.8% | -24.4% | +149.2% | +130.2% |
| All | +137.9% | -54.8% | +192.7% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling