+1,934.0%
VRT vs KMX
-27.2%
+1,961.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.0% |
| 7D | +10.5% | +3.4% | +7.1% | +9.2% |
| 30D | -9.3% | +6.8% | -16.1% | -12.0% |
| 3M | -29.6% | -11.4% | -18.2% | -27.1% |
| 6M | -45.4% | +43.6% | -88.9% | -53.5% |
| YTD | +24.8% | +37.7% | -12.9% | +5.2% |
| 1Y | +23.6% | +53.0% | -29.4% | -0.5% |
| 3Y | +379.7% | -16.3% | +396.0% | +359.6% |
| 5Y | +660.3% | -64.2% | +724.6% | +893.7% |
| All | +1,934.0% | -27.2% | +1,961.1% | +1,799.6% |
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