+175.8%
VSH vs KMX
+10.2%
+165.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +3.1% | -3.4% | +6.5% | +4.5% |
| 30D | -5.7% | +4.0% | -9.7% | -7.4% |
| 3M | -42.5% | +24.8% | -67.3% | -47.7% |
| 6M | +82.7% | +43.6% | +39.1% | +54.9% |
| YTD | +118.2% | +56.6% | +61.6% | +77.2% |
| 1Y | +109.7% | +2.2% | +107.4% | +97.5% |
| 3Y | +35.3% | -25.4% | +60.7% | +42.6% |
| 5Y | +65.6% | -55.0% | +120.6% | +102.2% |
| All | +175.8% | +10.2% | +165.7% | +128.1% |
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 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