+183.8%
VXUS vs KMX
+83.7%
+100.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.0% | +1.9% | -0.9% | +0.6% |
| 30D | +2.2% | +11.7% | -9.5% | -0.4% |
| 3M | +3.0% | +34.9% | -31.9% | -4.4% |
| 6M | +10.7% | +50.3% | -39.6% | -0.6% |
| YTD | +17.8% | +63.8% | -46.0% | +3.2% |
| 1Y | +27.6% | +3.8% | +23.7% | +22.3% |
| 3Y | +73.3% | -24.3% | +97.6% | +74.1% |
| 5Y | +54.3% | -50.2% | +104.6% | +65.3% |
| 10Y | +149.8% | +5.4% | +144.4% | +98.8% |
| All | +183.8% | +83.7% | +100.1% | +60.3% |
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