+219.2%
VT vs KMX
+6.5%
+212.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +1.5% | -1.7% | -0.5% |
| 30D | -3.1% | +3.0% | -6.1% | -3.9% |
| 3M | -3.5% | -7.8% | +4.3% | -2.2% |
| 6M | +0.5% | +34.3% | -33.9% | -7.2% |
| YTD | +10.8% | +40.2% | -29.5% | +0.1% |
| 1Y | +11.9% | +63.0% | -51.1% | -2.7% |
| 3Y | +73.0% | -14.5% | +87.5% | +68.4% |
| 5Y | +58.6% | -64.3% | +122.9% | +87.4% |
| 10Y | +219.2% | +2.8% | +216.4% | +177.8% |
| All | +219.2% | +6.5% | +212.7% | +177.8% |
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