+205.7%
ZTS vs KMX
+34.9%
+170.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +5.6% | +3.4% | +2.2% | +4.8% |
| 30D | +12.1% | +6.8% | +5.3% | +10.4% |
| 3M | +11.3% | -11.4% | +22.6% | +14.0% |
| 6M | +14.3% | +43.6% | -29.3% | +4.2% |
| YTD | -31.9% | +37.7% | -69.6% | -38.0% |
| 1Y | -29.3% | +53.0% | -82.2% | -37.3% |
| 3Y | -48.0% | -16.3% | -31.7% | -49.0% |
| 5Y | -58.9% | -64.2% | +5.4% | -52.2% |
| 10Y | +81.7% | -2.8% | +84.5% | +55.2% |
| All | +205.7% | +34.9% | +170.8% | +148.6% |
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 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