-16.0%
VSAT vs KMX
-2.3%
-13.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.5% |
| 7D | +5.9% | +3.4% | +2.5% | +4.6% |
| 30D | +9.7% | +6.8% | +2.9% | +6.0% |
| 3M | -18.3% | -11.4% | -6.9% | -14.9% |
| 6M | -4.1% | +43.6% | -47.6% | -20.6% |
| YTD | +96.5% | +37.7% | +58.8% | +61.8% |
| 1Y | +89.3% | +53.0% | +36.3% | +48.3% |
| 3Y | +270.1% | -16.3% | +286.4% | +267.7% |
| 5Y | +26.4% | -64.2% | +90.6% | +73.6% |
| All | -16.0% | -2.3% | -13.7% | -33.5% |
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