+715.8%
VTV vs KMX
+268.2%
+447.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | -0.5% | +2.6% | -3.1% | -1.2% |
| 3M | +5.3% | +25.6% | -20.3% | -1.4% |
| 6M | +12.9% | +41.9% | -29.0% | +1.5% |
| YTD | +18.5% | +56.0% | -37.6% | +3.2% |
| 1Y | +25.3% | -1.8% | +27.1% | +20.7% |
| 3Y | +68.2% | -25.7% | +93.9% | +69.0% |
| 5Y | +80.6% | -54.7% | +135.4% | +97.8% |
| 10Y | +232.9% | +9.2% | +223.8% | +165.4% |
| All | +715.8% | +268.2% | +447.6% | +284.0% |
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