+579.5%
VRSK vs KMX
+198.4%
+381.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -7.7% | -3.4% | -4.3% | -7.1% |
| 30D | -2.8% | +4.0% | -6.8% | -3.5% |
| 3M | -3.7% | +24.8% | -28.5% | -7.9% |
| 6M | -12.8% | +43.6% | -56.4% | -19.4% |
| YTD | -21.0% | +56.6% | -77.6% | -28.6% |
| 1Y | -32.5% | +2.2% | -34.7% | -34.6% |
| 3Y | -26.5% | -25.4% | -1.1% | -26.3% |
| 5Y | -11.5% | -55.0% | +43.5% | -4.6% |
| 10Y | +125.7% | +9.6% | +116.1% | +85.9% |
| All | +579.5% | +198.4% | +381.1% | +327.6% |
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 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