+2,545.5%
VRT vs KMX
-17.5%
+2,563.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | +2.4% | -1.9% | +4.3% | +3.1% |
| 30D | -2.7% | +2.6% | -5.2% | -3.8% |
| 3M | -9.2% | +25.6% | -34.8% | -17.6% |
| 6M | -0.5% | +41.9% | -42.4% | -15.4% |
| YTD | +62.3% | +56.0% | +6.3% | +31.8% |
| 1Y | +109.6% | -1.8% | +111.3% | +99.1% |
| 3Y | +573.1% | -25.7% | +598.8% | +587.9% |
| 5Y | +953.6% | -54.7% | +1,008.4% | +1,166.7% |
| All | +2,545.5% | -17.5% | +2,563.0% | +2,279.3% |
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