-16.5%
Z vs KMX
-14.8%
-1.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.0% |
| 7D | +0.8% | +3.4% | -2.5% | -0.3% |
| 30D | +5.2% | +6.8% | -1.6% | +3.3% |
| 3M | -17.0% | -11.4% | -5.7% | -13.5% |
| 6M | -22.7% | +43.6% | -66.2% | -32.5% |
| YTD | -56.3% | +37.7% | -94.1% | -62.2% |
| 1Y | -57.7% | +53.0% | -110.6% | -65.0% |
| 3Y | -16.5% | -16.3% | -0.2% | -18.9% |
| All | -16.5% | -14.8% | -1.8% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling