+1,250.4%
VUG vs KMX
+286.5%
+963.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.1% | +1.9% | -2.0% | -0.6% |
| 30D | -0.3% | +11.7% | -12.0% | -3.2% |
| 3M | -0.7% | +34.9% | -35.6% | -8.7% |
| 6M | +14.6% | +50.3% | -35.6% | +1.4% |
| YTD | +9.0% | +63.8% | -54.8% | -6.3% |
| 1Y | +14.9% | +3.8% | +11.0% | +9.1% |
| 3Y | +86.0% | -24.3% | +110.3% | +86.5% |
| 5Y | +76.7% | -50.2% | +126.9% | +91.1% |
| 10Y | +411.3% | +5.4% | +405.9% | +323.3% |
| All | +1,250.4% | +286.5% | +963.9% | +564.4% |
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 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