+491.8%
VZ vs KMX
+368.0%
+123.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +2.1% | -7.4% | +9.5% | +2.9% |
| 30D | +1.4% | -3.4% | +4.8% | +1.6% |
| 3M | -1.3% | -11.3% | +10.1% | -0.3% |
| 6M | -0.5% | +30.6% | -31.1% | -3.4% |
| YTD | +19.6% | +33.2% | -13.6% | +15.2% |
| 1Y | +22.4% | +66.7% | -44.3% | +15.2% |
| 3Y | +55.9% | -22.1% | +77.9% | +55.0% |
| 5Y | +20.4% | -66.7% | +87.1% | +27.8% |
| 10Y | +66.9% | +1.9% | +65.0% | +54.2% |
| All | +491.8% | +368.0% | +123.8% | +380.6% |
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