+318.8%
VWO vs KMX
+268.2%
+50.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -1.7% | -3.4% | +1.7% | -0.8% |
| 30D | -0.3% | +4.0% | -4.3% | -1.6% |
| 3M | +4.0% | +24.8% | -20.8% | -3.3% |
| 6M | +8.1% | +43.6% | -35.5% | -4.6% |
| YTD | +11.6% | +56.6% | -45.0% | -4.7% |
| 1Y | +16.2% | +2.2% | +14.0% | +9.9% |
| 3Y | +63.3% | -25.4% | +88.7% | +62.8% |
| 5Y | +33.4% | -55.0% | +88.4% | +47.1% |
| 10Y | +113.3% | +9.6% | +103.7% | +53.2% |
| All | +318.8% | +268.2% | +50.6% | +40.7% |
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