+1,238.2%
VST vs KMX
+15.8%
+1,222.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.6% |
| 7D | +9.9% | -0.7% | +10.6% | +10.0% |
| 30D | +7.9% | +4.1% | +3.8% | +6.8% |
| 3M | +3.4% | +27.5% | -24.1% | -2.8% |
| 6M | -4.1% | +43.6% | -47.7% | -13.3% |
| YTD | -5.7% | +56.8% | -62.5% | -17.2% |
| 1Y | -18.9% | -1.3% | -17.6% | -21.4% |
| 3Y | +359.1% | -25.4% | +384.4% | +369.6% |
| 5Y | +766.9% | -53.9% | +820.8% | +866.5% |
| All | +1,238.2% | +15.8% | +1,222.4% | +1,026.5% |
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