+366.9%
VSH vs KMX
+475.4%
-108.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.1% |
| 7D | +4.1% | +1.9% | +2.2% | +3.5% |
| 30D | -4.2% | +11.7% | -15.8% | -7.3% |
| 3M | -50.0% | +34.9% | -84.9% | -54.3% |
| 6M | +80.2% | +50.3% | +29.9% | +58.2% |
| YTD | +121.1% | +63.8% | +57.3% | +88.4% |
| 1Y | +112.0% | +3.8% | +108.2% | +102.4% |
| 3Y | +22.5% | -24.3% | +46.8% | +27.0% |
| 5Y | +64.0% | -50.2% | +114.3% | +82.6% |
| 10Y | +170.4% | +5.4% | +165.0% | +138.8% |
| All | +366.9% | +475.4% | -108.5% | +132.6% |
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