-100.0%
VIVK vs KMX
+254.0%
-354.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.9% | -6.3% |
| 7D | -7.9% | -1.9% | -6.0% | -7.8% |
| 30D | -42.0% | +2.6% | -44.5% | -42.1% |
| 3M | -92.5% | +25.6% | -118.1% | -92.6% |
| 6M | -98.0% | +41.9% | -139.9% | -98.0% |
| YTD | -97.9% | +56.0% | -153.9% | -98.0% |
| 1Y | -100.0% | -1.8% | -98.2% | -100.0% |
| 3Y | -100.0% | -25.7% | -74.2% | -100.0% |
| 5Y | -100.0% | -54.7% | -45.2% | -100.0% |
| 10Y | -100.0% | +9.2% | -109.2% | -100.0% |
| All | -100.0% | +254.0% | -354.0% | -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 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