+1,892.3%
VMC vs KMX
+475.4%
+1,416.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | -8.2% | +11.7% | -19.9% | -10.5% |
| 3M | -7.0% | +34.9% | -41.9% | -13.2% |
| 6M | -10.8% | +50.3% | -61.0% | -19.1% |
| YTD | -7.4% | +63.8% | -71.2% | -18.0% |
| 1Y | -9.5% | +3.8% | -13.3% | -13.2% |
| 3Y | +20.5% | -24.3% | +44.7% | +21.0% |
| 5Y | +51.6% | -50.2% | +101.8% | +61.1% |
| 10Y | +150.0% | +5.4% | +144.7% | +120.5% |
| All | +1,892.3% | +475.4% | +1,416.9% | +1,053.0% |
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