+165.8%
VXUS vs KMX
+52.6%
+113.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.2% | +3.5% | -5.7% | -3.2% |
| 3M | -5.4% | -10.4% | +5.0% | -3.5% |
| 6M | -1.2% | +37.6% | -38.9% | -9.3% |
| YTD | +10.4% | +36.1% | -25.7% | +0.4% |
| 1Y | +11.8% | +52.8% | -40.9% | -1.3% |
| 3Y | +68.4% | -17.0% | +85.4% | +64.3% |
| 5Y | +45.9% | -64.7% | +110.5% | +70.8% |
| 10Y | +144.7% | -4.0% | +148.8% | +97.2% |
| All | +165.8% | +52.6% | +113.2% | +56.0% |
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