+65.5%
VZ vs KMX
+13.6%
+51.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.4% |
| 7D | +2.2% | -4.1% | +6.3% | +2.6% |
| 30D | +10.6% | +2.9% | +7.7% | +10.2% |
| 3M | -0.6% | -7.0% | +6.4% | -0.1% |
| 6M | +0.7% | +34.1% | -33.4% | -2.2% |
| YTD | +20.6% | +40.0% | -19.4% | +15.8% |
| 1Y | +22.7% | +67.2% | -44.5% | +15.7% |
| 3Y | +57.2% | -13.4% | +70.7% | +54.7% |
| 5Y | +21.4% | -65.1% | +86.4% | +29.7% |
| 10Y | +65.5% | +6.9% | +58.6% | +59.3% |
| All | +65.5% | +13.6% | +51.9% | +59.3% |
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 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