+174.6%
ZTS vs KMX
+60.4%
+114.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.9% |
| 7D | -2.0% | +1.9% | -3.9% | -2.4% |
| 30D | +1.9% | +11.7% | -9.8% | -0.7% |
| 3M | -4.0% | +34.9% | -38.9% | -10.8% |
| 6M | -39.1% | +50.3% | -89.4% | -45.3% |
| YTD | -38.8% | +63.8% | -102.6% | -46.3% |
| 1Y | -49.6% | +3.8% | -53.4% | -51.6% |
| 3Y | -59.0% | -24.3% | -34.7% | -58.6% |
| 5Y | -61.8% | -50.2% | -11.5% | -59.0% |
| 10Y | +61.4% | +5.4% | +56.1% | +35.3% |
| All | +174.6% | +60.4% | +114.2% | +115.2% |
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