+61.1%
VZ vs KMX
+0.4%
+60.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +7.1% | +4.1% | +3.0% | +6.7% |
| 3M | +12.8% | +27.5% | -14.7% | +10.2% |
| 6M | +1.8% | +43.6% | -41.8% | -2.0% |
| YTD | +30.0% | +56.8% | -26.8% | +23.7% |
| 1Y | +24.3% | -1.3% | +25.6% | +23.1% |
| 3Y | +84.3% | -25.4% | +109.7% | +85.1% |
| 5Y | +25.9% | -53.9% | +79.8% | +30.6% |
| 10Y | +61.1% | +0.7% | +60.4% | +50.7% |
| All | +61.1% | +0.4% | +60.6% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling