+2.1%
KMB vs ZCMD
-100.0%
+102.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.1% |
| 7D | +0.9% | -7.7% | +8.6% | +0.9% |
| 30D | +10.1% | -34.8% | +44.9% | +10.0% |
| 3M | 0.0% | -56.3% | +56.3% | -0.1% |
| 6M | +15.7% | -99.7% | +115.4% | +15.8% |
| YTD | +12.6% | -99.9% | +112.5% | +12.4% |
| 1Y | +10.1% | -99.9% | +110.0% | +9.9% |
| 3Y | +2.1% | -100.0% | +102.1% | +2.4% |
| All | +2.1% | -100.0% | +102.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling