-62.4%
ZTS vs KMX
-54.2%
-8.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -3.8% | -1.9% | -1.9% | -3.4% |
| 30D | -2.0% | +2.6% | -4.6% | -2.6% |
| 3M | -10.2% | +25.6% | -35.8% | -14.7% |
| 6M | -39.4% | +41.9% | -81.3% | -44.3% |
| YTD | -40.8% | +56.0% | -96.9% | -46.9% |
| 1Y | -50.1% | -1.8% | -48.3% | -51.2% |
| 3Y | -58.9% | -25.7% | -33.2% | -58.2% |
| 5Y | -62.4% | -54.7% | -7.6% | -59.6% |
| All | -62.4% | -54.2% | -8.2% | -59.6% |
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