+402.8%
VUG vs KMX
-2.3%
+405.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | +2.5% | +3.4% | -0.9% | +1.7% |
| 30D | -6.3% | +6.8% | -13.1% | -8.1% |
| 3M | -6.0% | -11.4% | +5.3% | -3.8% |
| 6M | -3.5% | +43.6% | -47.1% | -13.2% |
| YTD | +3.9% | +37.7% | -33.8% | -7.0% |
| 1Y | +5.1% | +53.0% | -47.9% | -8.8% |
| 3Y | +77.9% | -16.3% | +94.2% | +73.3% |
| 5Y | +62.4% | -64.2% | +126.6% | +94.3% |
| All | +402.8% | -2.3% | +405.2% | +343.4% |
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