+222.7%
VT vs KMX
-3.5%
+226.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.5% | +3.5% | -6.0% | -3.5% |
| 3M | -3.3% | -10.4% | +7.1% | -1.4% |
| 6M | +1.5% | +37.6% | -36.1% | -6.7% |
| YTD | +11.4% | +36.1% | -24.7% | +1.2% |
| 1Y | +11.9% | +52.8% | -40.9% | -1.3% |
| 3Y | +73.9% | -17.0% | +90.9% | +70.4% |
| 5Y | +57.9% | -64.7% | +122.6% | +86.8% |
| All | +222.7% | -3.5% | +226.2% | +181.6% |
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 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