+124.0%
VRSK vs KMX
+11.6%
+112.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.2% | -3.1% | -2.0% | -4.7% |
| 30D | -2.3% | +4.4% | -6.8% | -3.0% |
| 3M | -2.9% | +18.9% | -21.8% | -5.9% |
| 6M | -12.8% | +44.3% | -57.1% | -18.8% |
| YTD | -20.8% | +58.7% | -79.5% | -27.9% |
| 1Y | -33.2% | +0.1% | -33.3% | -34.7% |
| 3Y | -26.6% | -24.4% | -2.1% | -26.2% |
| 5Y | -11.3% | -54.4% | +43.1% | -4.2% |
| All | +124.0% | +11.6% | +112.3% | +89.6% |
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