+2,723.0%
VRT vs KMX
-13.4%
+2,736.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +4.0% |
| 7D | +9.1% | +1.9% | +7.2% | +8.4% |
| 30D | +0.9% | +11.7% | -10.7% | -3.2% |
| 3M | -13.4% | +34.9% | -48.3% | -23.4% |
| 6M | +11.7% | +50.3% | -38.6% | -6.9% |
| YTD | +73.2% | +63.8% | +9.4% | +38.2% |
| 1Y | +123.4% | +3.8% | +119.6% | +108.0% |
| 3Y | +606.2% | -24.3% | +630.4% | +619.4% |
| 5Y | +899.9% | -50.2% | +950.1% | +1,059.8% |
| All | +2,723.0% | -13.4% | +2,736.4% | +2,396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling