+46.8%
VMC vs KMX
-54.8%
+101.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.7% | -3.4% | -0.3% | -3.0% |
| 30D | -12.8% | +4.0% | -16.8% | -13.5% |
| 3M | -7.9% | +24.8% | -32.7% | -12.5% |
| 6M | -7.5% | +43.6% | -51.1% | -15.2% |
| YTD | -11.6% | +56.6% | -68.3% | -21.0% |
| 1Y | -14.3% | +2.2% | -16.5% | -16.7% |
| 3Y | +18.5% | -25.4% | +43.9% | +21.5% |
| 5Y | +46.8% | -55.0% | +101.8% | +65.9% |
| All | +46.8% | -54.8% | +101.6% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling