+292.1%
VSH vs KMX
+383.8%
-91.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.6% |
| 7D | +14.3% | +3.4% | +11.0% | +13.4% |
| 30D | -7.9% | +6.8% | -14.7% | -9.9% |
| 3M | -19.9% | -11.4% | -8.5% | -17.5% |
| 6M | -30.5% | +43.6% | -74.1% | -38.0% |
| YTD | +85.7% | +37.7% | +47.9% | +65.6% |
| 1Y | +98.9% | +53.0% | +46.0% | +72.0% |
| 3Y | +32.1% | -16.3% | +48.4% | +33.4% |
| 5Y | +39.7% | -64.2% | +103.9% | +70.9% |
| 10Y | +117.6% | -2.8% | +120.4% | +96.8% |
| All | +292.1% | +383.8% | -91.7% | +104.3% |
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 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