+96.3%
VTR vs KMX
+11.6%
+84.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | +1.1% | +4.4% | -3.3% | -0.2% |
| 3M | +7.9% | +18.9% | -11.0% | +1.9% |
| 6M | +6.2% | +44.3% | -38.1% | -6.5% |
| YTD | +17.7% | +58.7% | -41.0% | -0.4% |
| 1Y | +32.9% | +0.1% | +32.8% | +27.1% |
| 3Y | +129.7% | -24.4% | +154.1% | +128.8% |
| 5Y | +89.3% | -54.4% | +143.7% | +117.1% |
| All | +96.3% | +11.6% | +84.7% | +52.0% |
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 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