+539.5%
VZ vs KMX
+475.4%
+64.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +7.9% | +11.7% | -3.8% | +6.8% |
| 3M | +13.6% | +34.9% | -21.2% | +10.2% |
| 6M | +1.1% | +50.3% | -49.2% | -3.3% |
| YTD | +29.3% | +63.8% | -34.5% | +22.3% |
| 1Y | +21.2% | +3.8% | +17.4% | +18.9% |
| 3Y | +75.9% | -24.3% | +100.2% | +75.5% |
| 5Y | +24.1% | -50.2% | +74.3% | +26.6% |
| 10Y | +62.4% | +5.4% | +57.0% | +49.7% |
| All | +539.5% | +475.4% | +64.1% | +410.0% |
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