+224.6%
VT vs KMX
+2.4%
+222.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -1.7% | +6.3% | -8.1% | -3.3% |
| 3M | -2.3% | -7.4% | +5.1% | -1.1% |
| 6M | +1.5% | +37.9% | -36.4% | -6.7% |
| YTD | +12.0% | +39.5% | -27.4% | +1.3% |
| 1Y | +12.9% | +57.9% | -45.0% | -1.2% |
| 3Y | +74.9% | -15.0% | +89.9% | +70.5% |
| 5Y | +59.9% | -64.1% | +124.0% | +88.6% |
| 10Y | +224.6% | -1.6% | +226.2% | +181.2% |
| All | +224.6% | +2.4% | +222.3% | +181.2% |
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