+1,216.9%
VST vs KMX
+21.0%
+1,195.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +8.9% | +1.9% | +7.0% | +8.4% |
| 30D | +6.2% | +11.7% | -5.5% | +3.4% |
| 3M | -2.7% | +34.9% | -37.6% | -9.7% |
| 6M | -8.4% | +50.3% | -58.6% | -18.0% |
| YTD | -7.2% | +63.8% | -71.0% | -19.3% |
| 1Y | -20.9% | +3.8% | -24.7% | -24.2% |
| 3Y | +384.0% | -24.3% | +408.3% | +394.0% |
| 5Y | +757.1% | -50.2% | +807.3% | +836.5% |
| All | +1,216.9% | +21.0% | +1,195.9% | +997.6% |
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