-99.9%
ZCMD vs KMX
+5.0%
-104.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.6% |
| 7D | -8.0% | +1.9% | -9.9% | -7.8% |
| 30D | -27.9% | +11.7% | -39.6% | -26.8% |
| 3M | -74.6% | +34.9% | -109.5% | -73.9% |
| 6M | -99.5% | +50.3% | -149.7% | -99.4% |
| YTD | -99.7% | +63.8% | -163.5% | -99.7% |
| 1Y | -99.9% | +3.8% | -103.7% | -99.9% |
| All | -99.9% | +5.0% | -104.9% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling