+2,397.0%
VRT vs KMX
-17.2%
+2,414.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | -7.7% | -3.4% | -4.3% | -6.6% |
| 30D | -12.0% | +4.0% | -16.0% | -13.4% |
| 3M | -11.7% | +24.8% | -36.5% | -19.6% |
| 6M | -8.1% | +43.6% | -51.7% | -22.2% |
| YTD | +53.2% | +56.6% | -3.4% | +24.2% |
| 1Y | +81.7% | +2.2% | +79.4% | +69.9% |
| 3Y | +535.3% | -25.4% | +560.7% | +548.3% |
| 5Y | +916.4% | -55.0% | +971.4% | +1,124.6% |
| All | +2,397.0% | -17.2% | +2,414.2% | +2,142.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling