-9.0%
KMB vs ZCMD
-100.0%
+91.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -7.7% | -2.0% | -5.6% | -7.7% |
| 30D | -8.2% | -19.8% | +11.6% | -8.2% |
| 3M | -1.9% | -62.1% | +60.2% | -1.4% |
| 6M | -0.7% | -99.5% | +98.8% | -0.8% |
| YTD | +1.4% | -99.7% | +101.1% | +1.0% |
| 1Y | -19.1% | -99.9% | +80.8% | -19.6% |
| 3Y | -12.6% | -100.0% | +87.4% | -13.4% |
| 5Y | -12.7% | -100.0% | +87.3% | -13.5% |
| All | -9.0% | -100.0% | +91.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling