+1,342.8%
VSAT vs KMX
+378.0%
+964.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.7% | -4.6% |
| 7D | +20.0% | 0.0% | +20.0% | +20.1% |
| 30D | +6.5% | +3.5% | +3.0% | +5.4% |
| 3M | -18.3% | -10.4% | -7.9% | -16.5% |
| 6M | +0.4% | +37.6% | -37.3% | -8.5% |
| YTD | +106.7% | +36.1% | +70.7% | +87.2% |
| 1Y | +89.9% | +52.8% | +37.1% | +67.0% |
| 3Y | +276.3% | -17.0% | +293.4% | +280.2% |
| 5Y | +32.9% | -64.7% | +97.6% | +59.3% |
| 10Y | -12.2% | -4.0% | -8.2% | -17.2% |
| All | +1,342.8% | +378.0% | +964.8% | +703.1% |
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 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