-12.9%
KMB vs ZCMD
-100.0%
+87.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.1% |
| 7D | -8.6% | -4.1% | -4.5% | -8.6% |
| 30D | -7.5% | -22.7% | +15.2% | -7.6% |
| 3M | -0.6% | -62.5% | +61.9% | -0.2% |
| 6M | -1.5% | -99.5% | +97.9% | -1.1% |
| YTD | +1.6% | -99.7% | +101.3% | +1.8% |
| 1Y | -20.8% | -99.9% | +79.1% | -20.6% |
| 3Y | -12.4% | -100.0% | +87.6% | -11.7% |
| 5Y | -12.9% | -100.0% | +87.1% | -12.6% |
| All | -12.9% | -100.0% | +87.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling