+67.0%
VSH vs KMX
-54.2%
+121.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.5% | -1.9% | +5.4% | +4.2% |
| 30D | -4.4% | +2.6% | -6.9% | -5.4% |
| 3M | -45.8% | +25.6% | -71.4% | -50.2% |
| 6M | +90.1% | +41.9% | +48.3% | +65.5% |
| YTD | +120.3% | +56.0% | +64.3% | +84.2% |
| 1Y | +112.2% | -1.8% | +114.0% | +105.0% |
| 3Y | +36.6% | -25.7% | +62.3% | +43.8% |
| 5Y | +67.0% | -54.7% | +121.8% | +90.7% |
| All | +67.0% | -54.2% | +121.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling