+1,465.5%
VTR vs KMX
+710.6%
+754.9%
-86.9%
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% | -0.5% |
| 7D | -2.9% | -1.9% | -1.1% | -2.6% |
| 30D | -2.8% | +2.6% | -5.4% | -3.3% |
| 3M | +9.0% | +25.6% | -16.6% | +3.5% |
| 6M | +5.0% | +41.9% | -36.9% | -3.6% |
| YTD | +16.9% | +56.0% | -39.1% | +4.7% |
| 1Y | +34.3% | -1.8% | +36.1% | +29.9% |
| 3Y | +131.6% | -25.7% | +157.3% | +130.7% |
| 5Y | +88.0% | -54.7% | +142.7% | +100.7% |
| 10Y | +97.8% | +9.2% | +88.6% | +75.7% |
| All | +1,465.5% | +710.6% | +754.9% | +797.1% |
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