-54.5%
Z vs KMX
-64.3%
+9.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | -6.5% | +1.5% | -8.0% | -6.8% |
| 30D | -0.1% | +3.0% | -3.1% | -1.0% |
| 3M | -14.1% | -7.8% | -6.3% | -11.0% |
| 6M | -30.1% | +34.3% | -64.4% | -39.5% |
| YTD | -57.5% | +40.2% | -97.8% | -64.9% |
| 1Y | -60.3% | +63.0% | -123.3% | -69.6% |
| 3Y | -21.0% | -14.5% | -6.5% | -22.5% |
| All | -54.5% | -64.3% | +9.8% | -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 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