+237.5%
VIK vs KMX
-10.8%
+248.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -16.7% | +4.1% | -20.8% | -17.9% |
| 3M | -1.1% | +27.5% | -28.6% | -9.0% |
| 6M | +27.8% | +43.6% | -15.7% | +11.7% |
| YTD | +23.3% | +56.8% | -33.4% | +3.9% |
| 1Y | +38.2% | -1.3% | +39.5% | +37.0% |
| All | +237.5% | -10.8% | +248.3% | +266.0% |
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