+270.9%
ZBH vs KMX
+607.2%
-336.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.9% | -1.9% | -3.1% | -4.5% |
| 30D | -3.2% | +2.6% | -5.8% | -3.8% |
| 3M | +5.8% | +25.6% | -19.7% | +0.5% |
| 6M | +2.0% | +41.9% | -39.9% | -6.3% |
| YTD | +5.8% | +56.0% | -50.2% | -5.3% |
| 1Y | -7.9% | -1.8% | -6.2% | -10.6% |
| 3Y | -19.4% | -25.7% | +6.4% | -19.2% |
| 5Y | -29.5% | -54.7% | +25.2% | -24.2% |
| 10Y | -15.5% | +9.2% | -24.7% | -27.4% |
| All | +270.9% | +607.2% | -336.3% | +93.1% |
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