+2,260.0%
VGT vs KMX
+268.2%
+1,991.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +1.5% | -1.9% | +3.3% | +2.0% |
| 30D | +0.5% | +2.6% | -2.0% | -0.3% |
| 3M | +5.3% | +25.6% | -20.3% | -1.9% |
| 6M | +32.4% | +41.9% | -9.4% | +18.1% |
| YTD | +28.6% | +56.0% | -27.4% | +11.0% |
| 1Y | +37.6% | -1.8% | +39.4% | +32.3% |
| 3Y | +125.5% | -25.7% | +151.2% | +127.6% |
| 5Y | +135.2% | -54.7% | +189.9% | +163.1% |
| 10Y | +812.9% | +9.2% | +803.7% | +644.0% |
| All | +2,260.0% | +268.2% | +1,991.8% | +1,052.2% |
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