-24.4%
KVUE vs ZCMD
-100.0%
+75.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -6.1% | -2.0% | -4.1% | -6.1% |
| 30D | -5.6% | -19.8% | +14.2% | -5.7% |
| 3M | -0.3% | -62.1% | +61.7% | +0.3% |
| 6M | +1.4% | -99.5% | +100.9% | +0.2% |
| YTD | +6.7% | -99.7% | +106.5% | +4.9% |
| 1Y | +1.0% | -99.9% | +100.8% | -1.6% |
| 3Y | -5.4% | -100.0% | +94.6% | -7.3% |
| All | -24.4% | -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 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