+1,112.0%
VST vs KMX
+0.3%
+1,111.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.7% | +11.0% |
| 7D | -9.8% | -7.4% | -2.4% | -8.4% |
| 30D | -25.1% | -3.4% | -21.8% | -24.9% |
| 3M | -11.6% | -11.3% | -0.2% | -9.7% |
| 6M | -20.9% | +30.6% | -51.5% | -26.7% |
| YTD | -22.3% | +33.2% | -55.5% | -29.6% |
| 1Y | -32.0% | +66.7% | -98.7% | -42.1% |
| 3Y | +262.4% | -22.1% | +284.4% | +264.6% |
| 5Y | +563.4% | -66.7% | +630.1% | +707.7% |
| All | +1,112.0% | +0.3% | +1,111.8% | +952.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling