+2,017.5%
VMC vs KMX
+383.8%
+1,633.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.3% | +3.4% | -4.6% | -2.0% |
| 30D | +15.5% | +6.8% | +8.6% | +13.8% |
| 3M | +0.6% | -11.4% | +12.0% | +3.0% |
| 6M | +2.1% | +43.6% | -41.5% | -6.2% |
| YTD | -1.6% | +37.7% | -39.3% | -9.7% |
| 1Y | -1.2% | +53.0% | -54.2% | -11.6% |
| 3Y | +35.3% | -16.3% | +51.6% | +33.2% |
| 5Y | +43.6% | -64.2% | +107.8% | +64.0% |
| 10Y | +126.7% | -2.8% | +129.6% | +103.7% |
| All | +2,017.5% | +383.8% | +1,633.7% | +1,169.2% |
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