+113.8%
KMI vs ZCMD
-100.0%
+213.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.2% |
| 7D | -1.7% | -5.4% | +3.7% | -1.7% |
| 30D | -2.7% | -24.8% | +22.0% | -2.5% |
| 3M | -0.7% | -62.8% | +62.1% | -1.5% |
| 6M | -5.0% | -99.5% | +94.6% | +1.0% |
| YTD | +15.5% | -99.8% | +115.2% | +24.2% |
| 1Y | +16.4% | -99.9% | +116.3% | +27.6% |
| 3Y | +114.2% | -100.0% | +214.2% | +147.1% |
| 5Y | +153.3% | -100.0% | +253.2% | +193.6% |
| All | +113.8% | -100.0% | +213.8% | +178.3% |
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