+9.2%
Z vs KMX
-19.8%
+29.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.6% | -6.0% | -8.6% |
| 7D | -2.3% | -6.4% | +4.1% | +1.0% |
| 30D | +9.4% | -4.9% | +14.2% | +12.2% |
| 3M | -16.1% | -7.2% | -8.9% | -13.2% |
| 6M | -30.4% | +41.2% | -71.6% | -41.6% |
| YTD | -55.6% | +36.1% | -91.7% | -63.0% |
| 1Y | -58.5% | +28.9% | -87.4% | -65.4% |
| 3Y | -19.6% | -21.5% | +1.8% | -18.3% |
| 5Y | -54.1% | -66.0% | +11.9% | -33.4% |
| 10Y | -12.1% | +4.1% | -16.2% | -30.3% |
| All | +9.2% | -19.8% | +29.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling