+301.1%
VST vs KMX
-15.8%
+316.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | +19.2% | 0.0% | +19.2% | +19.1% |
| 30D | -17.2% | +3.5% | -20.6% | -18.0% |
| 3M | -8.1% | -10.4% | +2.3% | -6.8% |
| 6M | -8.1% | +37.6% | -45.7% | -14.2% |
| YTD | -16.3% | +36.1% | -52.3% | -23.2% |
| 1Y | -24.1% | +52.8% | -76.9% | -32.6% |
| All | +301.1% | -15.8% | +316.9% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling