+1,142.3%
VST vs KMX
+2.4%
+1,139.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +10.9% | -2.3% | +13.2% | +11.6% |
| 30D | -15.6% | +6.3% | -21.9% | -17.2% |
| 3M | -7.8% | -7.4% | -0.4% | -6.7% |
| 6M | -12.0% | +37.9% | -49.9% | -19.4% |
| YTD | -16.9% | +39.5% | -56.4% | -25.5% |
| 1Y | -25.1% | +57.9% | -82.9% | -35.2% |
| 3Y | +297.1% | -15.0% | +312.0% | +291.2% |
| 5Y | +641.9% | -64.1% | +706.0% | +787.3% |
| 10Y | +1,142.3% | -1.6% | +1,143.9% | +986.2% |
| All | +1,142.3% | +2.4% | +1,139.9% | +986.2% |
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