-24.5%
KVUE vs ZCMD
-100.0%
+75.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | -0.1% |
| 7D | -5.1% | -5.4% | +0.3% | -5.1% |
| 30D | -6.3% | -24.8% | +18.5% | -6.4% |
| 3M | -0.5% | -62.8% | +62.3% | +0.1% |
| 6M | +3.1% | -99.5% | +102.6% | +1.8% |
| YTD | +6.7% | -99.8% | +106.4% | +4.8% |
| 1Y | -1.1% | -99.9% | +98.8% | -3.8% |
| 3Y | -8.7% | -100.0% | +91.2% | -10.7% |
| All | -24.5% | -100.0% | +75.5% | -25.8% |
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