+1,202.4%
VUG vs KMX
+229.1%
+973.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | -7.0% | +6.3% | -13.3% | -8.7% |
| 3M | -3.7% | -7.4% | +3.7% | -2.4% |
| 6M | -1.6% | +37.9% | -39.5% | -10.8% |
| YTD | +5.1% | +39.5% | -34.3% | -6.3% |
| 1Y | +3.8% | +57.9% | -54.1% | -10.9% |
| 3Y | +79.9% | -15.0% | +94.8% | +74.1% |
| 5Y | +66.4% | -64.1% | +130.5% | +96.0% |
| 10Y | +405.3% | -1.6% | +406.9% | +324.5% |
| All | +1,202.4% | +229.1% | +973.3% | +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