-0.9%
Z vs KMX
+5.5%
-6.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.6% |
| 7D | -3.0% | +1.9% | -4.9% | -3.8% |
| 30D | -4.2% | +11.7% | -15.9% | -9.0% |
| 3M | -3.7% | +34.9% | -38.6% | -17.2% |
| 6M | -24.5% | +50.3% | -74.8% | -39.4% |
| YTD | -49.3% | +63.8% | -113.1% | -61.4% |
| 1Y | -58.7% | +3.8% | -62.5% | -62.1% |
| 3Y | -34.1% | -24.3% | -9.9% | -31.9% |
| 5Y | -64.5% | -50.2% | -14.3% | -57.5% |
| All | -0.9% | +5.5% | -6.4% | -24.2% |
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