-99.9%
ZCMD vs KMX
+35.0%
-134.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -2.2% |
| 7D | -13.3% | +2.1% | -15.5% | -12.7% |
| 30D | -49.6% | +0.5% | -50.1% | -49.4% |
| 3M | -54.6% | -4.1% | -50.5% | -54.9% |
| 6M | -99.8% | +49.5% | -149.3% | -99.8% |
| YTD | -99.9% | +42.7% | -142.6% | -99.9% |
| 1Y | -99.9% | +35.3% | -135.2% | -99.9% |
| All | -99.9% | +35.0% | -134.9% | -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