+948.7%
VTI vs KMX
+864.6%
+84.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | -1.6% | +2.6% | -4.2% | -2.3% |
| 3M | +3.6% | +25.6% | -22.0% | -2.6% |
| 6M | +13.0% | +41.9% | -28.8% | +2.2% |
| YTD | +12.7% | +56.0% | -43.3% | -1.0% |
| 1Y | +18.4% | -1.8% | +20.1% | +14.3% |
| 3Y | +76.4% | -25.7% | +102.2% | +77.7% |
| 5Y | +73.7% | -54.7% | +128.4% | +90.4% |
| 10Y | +302.5% | +9.2% | +293.3% | +236.4% |
| All | +948.7% | +864.6% | +84.1% | +334.0% |
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