-100.0%
VIVK vs KMX
+5.0%
-105.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.0% | -13.4% | -12.9% |
| 7D | -1.4% | +1.9% | -3.3% | -2.3% |
| 30D | -43.6% | +11.7% | -55.3% | -47.1% |
| 3M | -95.1% | +34.9% | -130.0% | -95.8% |
| 6M | -98.2% | +50.3% | -148.5% | -98.5% |
| YTD | -97.9% | +63.8% | -161.7% | -98.4% |
| 1Y | -100.0% | +3.8% | -103.8% | -100.0% |
| All | -100.0% | +5.0% | -105.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling