+382.8%
VNQ vs KMX
+489.0%
-106.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.6% | -3.4% | +0.8% | -1.5% |
| 30D | -2.3% | +4.0% | -6.4% | -3.7% |
| 3M | -2.8% | +24.8% | -27.6% | -10.7% |
| 6M | +2.5% | +43.6% | -41.1% | -11.5% |
| YTD | +8.4% | +56.6% | -48.2% | -10.0% |
| 1Y | +6.8% | +2.2% | +4.5% | -0.2% |
| 3Y | +29.9% | -25.4% | +55.4% | +30.0% |
| 5Y | +7.2% | -55.0% | +62.2% | +21.1% |
| 10Y | +62.5% | +9.6% | +52.9% | +16.4% |
| All | +382.8% | +489.0% | -106.2% | +40.0% |
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