-8.6%
KMB vs ZCMD
-100.0%
+91.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | -5.0% | -21.6% | +16.5% | -5.1% |
| 3M | +6.6% | -67.4% | +73.9% | +7.0% |
| 6M | +1.0% | -99.4% | +100.4% | +1.2% |
| YTD | +6.0% | -99.7% | +105.7% | +5.9% |
| 1Y | -16.6% | -99.9% | +83.3% | -16.8% |
| 3Y | -8.6% | -100.0% | +91.4% | -10.0% |
| All | -8.6% | -100.0% | +91.4% | -10.0% |
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