-100.0%
ZCMD vs KMX
-54.8%
-45.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -7.1% |
| 7D | -5.4% | -3.1% | -2.3% | -5.4% |
| 30D | -24.8% | +4.4% | -29.2% | -24.8% |
| 3M | -62.8% | +18.9% | -81.7% | -62.9% |
| 6M | -99.5% | +44.3% | -143.8% | -99.5% |
| YTD | -99.8% | +58.7% | -158.5% | -99.8% |
| 1Y | -99.9% | +0.1% | -100.0% | -99.9% |
| 3Y | -100.0% | -24.4% | -75.6% | -100.0% |
| All | -100.0% | -54.8% | -45.2% | -100.0% |
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