+474.7%
VRTX vs KMX
-3.5%
+478.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +11.8% | +3.5% | +8.3% | +11.3% |
| 3M | +3.2% | -10.4% | +13.7% | +4.4% |
| 6M | +21.0% | +37.6% | -16.6% | +15.4% |
| YTD | +19.7% | +36.1% | -16.4% | +13.3% |
| 1Y | +25.0% | +52.8% | -27.8% | +16.3% |
| 3Y | +45.2% | -17.0% | +62.2% | +43.1% |
| 5Y | +189.7% | -64.7% | +254.4% | +219.7% |
| All | +474.7% | -3.5% | +478.2% | +386.2% |
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