-60.0%
Z vs KMX
+56.1%
-116.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.5% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +3.0% | +3.5% | -0.5% | +2.5% |
| 3M | -13.4% | -10.4% | -3.0% | -11.1% |
| 6M | -27.3% | +37.6% | -64.9% | -32.3% |
| YTD | -57.8% | +36.1% | -93.9% | -62.4% |
| 1Y | -60.0% | +52.8% | -112.8% | -65.9% |
| All | -60.0% | +56.1% | -116.1% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling