+273.7%
ZETA vs KMX
-26.3%
+300.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.1% | -1.9% | +1.8% | +0.5% |
| 30D | +10.5% | +2.6% | +7.9% | +9.3% |
| 3M | +44.3% | +25.6% | +18.7% | +32.2% |
| 6M | +59.4% | +41.9% | +17.6% | +37.6% |
| YTD | +49.5% | +56.0% | -6.5% | +24.0% |
| 1Y | +62.7% | -1.8% | +64.4% | +58.7% |
| All | +273.7% | -26.3% | +300.1% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling