+114.4%
KMI vs ZCMD
-100.0%
+214.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.1% | -2.0% | 0.0% | -2.0% |
| 30D | -1.7% | -19.8% | +18.1% | -1.5% |
| 3M | -1.9% | -62.1% | +60.2% | -2.6% |
| 6M | -4.3% | -99.5% | +95.1% | +1.5% |
| YTD | +15.8% | -99.7% | +115.5% | +24.5% |
| 1Y | +17.6% | -99.9% | +117.5% | +28.6% |
| 3Y | +113.1% | -100.0% | +213.1% | +145.8% |
| 5Y | +154.0% | -100.0% | +254.0% | +194.2% |
| All | +114.4% | -100.0% | +214.4% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling