-56.3%
Z vs KMX
-66.8%
+10.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | -4.6% | -7.4% | +2.8% | -1.0% |
| 30D | +8.3% | -3.4% | +11.7% | +10.4% |
| 3M | -11.6% | -11.3% | -0.3% | -6.7% |
| 6M | -33.6% | +30.6% | -64.2% | -41.9% |
| YTD | -56.7% | +33.2% | -89.9% | -63.4% |
| 1Y | -59.1% | +66.7% | -125.8% | -69.2% |
| 3Y | -20.4% | -22.1% | +1.7% | -18.3% |
| All | -56.3% | -66.8% | +10.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling