-16.9%
Z vs KMX
+2.4%
-19.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | -13.1% | -2.3% | -10.8% | -12.0% |
| 30D | +5.9% | +6.3% | -0.5% | +3.3% |
| 3M | -13.7% | -7.4% | -6.3% | -10.4% |
| 6M | -27.1% | +37.9% | -65.0% | -38.4% |
| YTD | -56.8% | +39.5% | -96.3% | -64.6% |
| 1Y | -60.2% | +57.9% | -118.1% | -69.4% |
| 3Y | -19.7% | -15.0% | -4.7% | -21.6% |
| 5Y | -53.7% | -64.1% | +10.4% | -33.1% |
| 10Y | -16.9% | -1.6% | -15.2% | -34.3% |
| All | -16.9% | +2.4% | -19.2% | -34.3% |
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