-17.4%
ZBH vs KMX
+11.6%
-29.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -4.7% | -3.1% | -1.6% | -4.0% |
| 30D | -4.5% | +4.4% | -8.9% | -5.5% |
| 3M | +7.6% | +18.9% | -11.3% | +2.9% |
| 6M | +0.3% | +44.3% | -44.0% | -9.2% |
| YTD | +4.5% | +58.7% | -54.2% | -8.2% |
| 1Y | -9.4% | +0.1% | -9.5% | -12.2% |
| 3Y | -21.5% | -24.4% | +2.9% | -21.2% |
| 5Y | -28.4% | -54.4% | +26.0% | -19.9% |
| All | -17.4% | +11.6% | -29.0% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling