+348.0%
VT vs KMX
+242.4%
+105.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.8% |
| 7D | -4.2% | -6.4% | +2.2% | -2.4% |
| 30D | -5.8% | -4.9% | -0.9% | -4.8% |
| 3M | -5.2% | -7.2% | +1.9% | -3.8% |
| 6M | +0.1% | +41.2% | -41.1% | -10.7% |
| YTD | +8.2% | +36.1% | -27.9% | -3.9% |
| 1Y | +10.1% | +28.9% | -18.8% | -2.2% |
| 3Y | +69.7% | -21.5% | +91.1% | +67.1% |
| 5Y | +53.4% | -66.0% | +119.4% | +86.4% |
| 10Y | +219.2% | +4.1% | +215.1% | +143.3% |
| All | +348.0% | +242.4% | +105.6% | +67.8% |
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 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