+252.6%
ZETA vs KMX
-45.2%
+297.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | +2.7% | +1.9% | +0.8% | +1.9% |
| 30D | +15.8% | +11.7% | +4.1% | +10.7% |
| 3M | +35.4% | +34.9% | +0.5% | +18.8% |
| 6M | +67.1% | +50.3% | +16.8% | +38.0% |
| YTD | +54.1% | +63.8% | -9.7% | +22.1% |
| 1Y | +67.8% | +3.8% | +64.0% | +57.3% |
| 3Y | +311.4% | -24.3% | +335.7% | +328.3% |
| 5Y | +324.8% | -50.2% | +375.0% | +405.0% |
| All | +252.6% | -45.2% | +297.8% | +314.4% |
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