+125.7%
VMC vs KMX
-2.3%
+128.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.3% | +3.4% | -4.6% | -2.2% |
| 30D | +15.5% | +6.8% | +8.6% | +13.4% |
| 3M | +0.6% | -11.4% | +12.0% | +3.6% |
| 6M | +2.1% | +43.6% | -41.5% | -8.6% |
| YTD | -1.6% | +37.7% | -39.3% | -12.3% |
| 1Y | -1.2% | +53.0% | -54.2% | -14.8% |
| 3Y | +35.3% | -16.3% | +51.6% | +32.2% |
| 5Y | +43.6% | -64.2% | +107.8% | +77.9% |
| All | +125.7% | -2.3% | +128.0% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling