+33.1%
VSH vs KMX
-26.0%
+59.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.7% |
| 7D | +6.2% | -0.7% | +6.9% | +6.5% |
| 30D | -11.1% | +4.1% | -15.2% | -12.8% |
| 3M | -44.9% | +27.5% | -72.4% | -50.5% |
| 6M | +90.0% | +43.6% | +46.4% | +60.1% |
| YTD | +118.8% | +56.8% | +62.0% | +75.9% |
| 1Y | +109.0% | -1.3% | +110.3% | +103.3% |
| All | +33.1% | -26.0% | +59.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling