+111.1%
VSH vs KMX
-2.3%
+113.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.7% |
| 7D | +14.3% | +3.4% | +11.0% | +13.0% |
| 30D | -7.9% | +6.8% | -14.7% | -10.7% |
| 3M | -19.9% | -11.4% | -8.5% | -16.7% |
| 6M | -30.5% | +43.6% | -74.1% | -40.8% |
| YTD | +85.7% | +37.7% | +47.9% | +57.4% |
| 1Y | +98.9% | +53.0% | +46.0% | +61.2% |
| 3Y | +32.1% | -16.3% | +48.4% | +33.4% |
| 5Y | +39.7% | -64.2% | +103.9% | +89.0% |
| All | +111.1% | -2.3% | +113.4% | +82.3% |
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