+1.5%
VSAT vs KMX
+11.6%
-10.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -1.3% | -3.1% | +1.8% | -0.1% |
| 30D | -14.8% | +4.4% | -19.3% | -16.6% |
| 3M | +2.2% | +18.9% | -16.7% | -6.8% |
| 6M | +60.2% | +44.3% | +15.9% | +32.5% |
| YTD | +115.6% | +58.7% | +56.9% | +68.5% |
| 1Y | +132.9% | +0.1% | +132.8% | +118.4% |
| 3Y | +216.1% | -24.4% | +240.5% | +230.2% |
| 5Y | +52.9% | -54.4% | +107.4% | +88.5% |
| All | +1.5% | +11.6% | -10.1% | -27.9% |
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