+219.8%
VT vs KMX
+13.6%
+206.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.5% |
| 7D | +0.4% | -4.1% | +4.5% | +1.3% |
| 30D | -2.6% | +2.9% | -5.4% | -3.4% |
| 3M | -3.2% | -7.0% | +3.8% | -2.1% |
| 6M | +0.9% | +34.1% | -33.2% | -6.7% |
| YTD | +11.3% | +40.0% | -28.7% | +0.6% |
| 1Y | +14.0% | +67.2% | -53.2% | -1.5% |
| 3Y | +75.8% | -13.4% | +89.3% | +70.7% |
| 5Y | +57.8% | -65.1% | +122.9% | +87.4% |
| 10Y | +219.8% | +6.9% | +212.9% | +179.2% |
| All | +219.8% | +13.6% | +206.2% | +179.2% |
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