+228.7%
VTV vs KMX
+11.6%
+217.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | -1.0% | +4.4% | -5.5% | -2.0% |
| 3M | +4.6% | +18.9% | -14.3% | +0.2% |
| 6M | +13.5% | +44.3% | -30.8% | +3.2% |
| YTD | +18.5% | +58.7% | -40.2% | +4.9% |
| 1Y | +22.9% | +0.1% | +22.8% | +19.2% |
| 3Y | +67.8% | -24.4% | +92.3% | +69.4% |
| 5Y | +81.8% | -54.4% | +136.3% | +101.5% |
| All | +228.7% | +11.6% | +217.1% | +174.5% |
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