-68.3%
ZM vs KMX
-54.8%
-13.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | -10.0% | +4.0% | -14.0% | -11.1% |
| 3M | +1.6% | +24.8% | -23.2% | -6.1% |
| 6M | +25.0% | +43.6% | -18.6% | +8.6% |
| YTD | +10.6% | +56.6% | -46.0% | -7.9% |
| 1Y | +14.0% | +2.2% | +11.7% | +8.4% |
| 3Y | +32.5% | -25.4% | +57.9% | +36.5% |
| 5Y | -68.3% | -55.0% | -13.3% | -62.7% |
| All | -68.3% | -54.8% | -13.5% | -62.7% |
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