+312.3%
ZETA vs KMX
-53.9%
+366.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +18.1% | +3.4% | +14.7% | +16.7% |
| 30D | +13.6% | +6.8% | +6.7% | +10.3% |
| 3M | +23.7% | -11.4% | +35.1% | +28.0% |
| 6M | +128.5% | +43.6% | +84.9% | +92.0% |
| YTD | +80.1% | +37.7% | +42.4% | +50.9% |
| 1Y | +98.0% | +53.0% | +45.0% | +58.4% |
| 3Y | +348.6% | -16.3% | +364.9% | +340.8% |
| 5Y | +286.6% | -64.2% | +350.8% | +386.1% |
| All | +312.3% | -53.9% | +366.2% | +412.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling