+2,010.2%
VRT vs KMX
-28.0%
+2,038.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.4% |
| 7D | +18.6% | 0.0% | +18.7% | +18.7% |
| 30D | -11.7% | +3.5% | -15.1% | -13.3% |
| 3M | -27.3% | -10.4% | -16.8% | -25.0% |
| 6M | -42.9% | +37.6% | -80.5% | -50.6% |
| YTD | +29.5% | +36.1% | -6.6% | +9.6% |
| 1Y | +21.0% | +52.8% | -31.7% | -2.6% |
| 3Y | +403.1% | -17.0% | +420.1% | +383.5% |
| 5Y | +688.8% | -64.7% | +753.5% | +935.6% |
| All | +2,010.2% | -28.0% | +2,038.2% | +1,879.8% |
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