-29.2%
ZBH vs KMX
-54.8%
+25.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -6.6% | -3.4% | -3.2% | -6.1% |
| 30D | -4.9% | +4.0% | -8.9% | -5.5% |
| 3M | +5.1% | +24.8% | -19.7% | +1.4% |
| 6M | +1.3% | +43.6% | -42.3% | -4.8% |
| YTD | +3.4% | +56.6% | -53.3% | -4.7% |
| 1Y | -8.7% | +2.2% | -10.9% | -10.5% |
| 3Y | -21.2% | -25.4% | +4.2% | -20.3% |
| 5Y | -29.2% | -55.0% | +25.8% | -23.7% |
| All | -29.2% | -54.8% | +25.6% | -23.7% |
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