+632.2%
VRT vs KMX
-64.7%
+696.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -17.7% | +1.5% | -19.2% | -18.1% |
| 30D | -20.0% | +3.0% | -23.0% | -21.3% |
| 3M | -28.1% | -7.8% | -20.3% | -26.6% |
| 6M | -42.8% | +34.3% | -77.2% | -50.4% |
| YTD | +20.0% | +40.2% | -20.3% | -0.5% |
| 1Y | +3.5% | +63.0% | -59.5% | -20.1% |
| 3Y | +366.1% | -14.5% | +380.6% | +338.0% |
| 5Y | +632.2% | -64.3% | +696.5% | +992.1% |
| All | +632.2% | -64.7% | +696.8% | +992.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling