+145.7%
VMC vs KMX
+11.6%
+134.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.5% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -9.7% | +4.4% | -14.1% | -10.8% |
| 3M | -9.6% | +18.9% | -28.5% | -14.3% |
| 6M | -4.8% | +44.3% | -49.1% | -15.3% |
| YTD | -10.9% | +58.7% | -69.6% | -23.4% |
| 1Y | -15.6% | +0.1% | -15.7% | -18.8% |
| 3Y | +19.3% | -24.4% | +43.7% | +20.9% |
| 5Y | +48.0% | -54.4% | +102.4% | +69.2% |
| All | +145.7% | +11.6% | +134.1% | +82.9% |
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