+55.5%
ZM vs KMX
-21.6%
+77.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.3% | -0.5% | -3.9% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -7.7% | +4.1% | -11.8% | -8.5% |
| 3M | -4.7% | +27.5% | -32.2% | -9.9% |
| 6M | +24.4% | +43.6% | -19.1% | +13.7% |
| YTD | +11.8% | +56.8% | -45.0% | -0.6% |
| 1Y | +13.4% | -1.3% | +14.7% | +10.4% |
| 3Y | +33.8% | -25.4% | +59.2% | +36.1% |
| 5Y | -67.2% | -53.9% | -13.3% | -66.2% |
| All | +55.5% | -21.6% | +77.2% | +55.4% |
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