+309.3%
VSH vs KMX
+378.0%
-68.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.9% |
| 7D | +26.2% | 0.0% | +26.2% | +26.3% |
| 30D | -12.5% | +3.5% | -16.0% | -13.6% |
| 3M | -16.9% | -10.4% | -6.5% | -14.7% |
| 6M | -17.0% | +37.6% | -54.6% | -25.0% |
| YTD | +93.8% | +36.1% | +57.7% | +73.5% |
| 1Y | +99.3% | +52.8% | +46.6% | +72.4% |
| 3Y | +35.0% | -17.0% | +52.0% | +36.7% |
| 5Y | +45.8% | -64.7% | +110.5% | +79.0% |
| 10Y | +127.1% | -4.0% | +131.2% | +106.2% |
| All | +309.3% | +378.0% | -68.7% | +114.1% |
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 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