-100.0%
ZCMD vs KMX
-38.1%
-61.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -21.6% | +4.1% | -25.7% | -21.9% |
| 3M | -67.4% | +27.5% | -94.9% | -68.1% |
| 6M | -99.4% | +43.6% | -143.0% | -99.5% |
| YTD | -99.7% | +56.8% | -156.5% | -99.8% |
| 1Y | -99.9% | -1.3% | -98.6% | -99.9% |
| 3Y | -100.0% | -25.4% | -74.6% | -100.0% |
| 5Y | -100.0% | -53.9% | -46.1% | -100.0% |
| All | -100.0% | -38.1% | -61.9% | -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 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