-50.0%
VTRS vs KMX
+11.6%
-61.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -2.2% | -3.1% | +0.9% | -1.4% |
| 30D | +3.3% | +4.4% | -1.1% | +2.1% |
| 3M | +2.0% | +18.9% | -16.9% | -3.1% |
| 6M | +19.9% | +44.3% | -24.3% | +7.5% |
| YTD | +35.7% | +58.7% | -23.0% | +17.9% |
| 1Y | +68.1% | +0.1% | +68.0% | +62.2% |
| 3Y | +87.1% | -24.4% | +111.5% | +89.4% |
| 5Y | +47.6% | -54.4% | +102.1% | +62.9% |
| All | -50.0% | +11.6% | -61.6% | -54.9% |
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