-14.5%
Z vs KMX
+13.6%
-28.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +1.4% |
| 7D | -5.2% | -4.1% | -1.1% | -3.1% |
| 30D | +5.7% | +2.9% | +2.9% | +4.8% |
| 3M | -8.7% | -7.0% | -1.8% | -5.5% |
| 6M | -26.0% | +34.1% | -60.1% | -36.5% |
| YTD | -55.0% | +40.0% | -95.1% | -63.2% |
| 1Y | -58.0% | +67.2% | -125.2% | -68.6% |
| 3Y | -15.2% | -13.4% | -1.7% | -17.9% |
| 5Y | -53.8% | -65.1% | +11.2% | -32.4% |
| 10Y | -14.5% | +6.9% | -21.4% | -31.5% |
| All | -14.5% | +13.6% | -28.1% | -31.5% |
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