+1,058.9%
VST vs KMX
+3.6%
+1,055.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -6.0% | +1.5% | -7.5% | -6.4% |
| 30D | -18.8% | +3.0% | -21.8% | -19.7% |
| 3M | -8.0% | -7.8% | -0.2% | -6.9% |
| 6M | -10.9% | +34.3% | -45.3% | -17.9% |
| YTD | -18.3% | +40.2% | -58.6% | -26.8% |
| 1Y | -29.9% | +63.0% | -92.9% | -39.9% |
| 3Y | +290.3% | -14.5% | +304.8% | +284.1% |
| 5Y | +635.3% | -64.3% | +699.6% | +779.9% |
| 10Y | +1,162.4% | +2.8% | +1,159.6% | +999.1% |
| All | +1,058.9% | +3.6% | +1,055.4% | +895.5% |
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 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