-18.4%
Z vs KMX
-20.9%
+2.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.6% | -6.0% | -9.0% |
| 7D | -2.3% | -6.4% | +4.1% | +0.3% |
| 30D | +9.4% | -4.9% | +14.2% | +11.6% |
| 3M | -16.1% | -7.2% | -8.9% | -13.8% |
| 6M | -30.4% | +41.2% | -71.6% | -39.0% |
| YTD | -55.6% | +36.1% | -91.7% | -61.5% |
| 1Y | -58.5% | +28.9% | -87.4% | -64.0% |
| All | -18.4% | -20.9% | +2.5% | -18.3% |
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 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