-100.0%
ZCMD vs KIM
+64.3%
-164.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.0% | -1.5% | -0.6% | -1.9% |
| 30D | -19.8% | -1.7% | -18.1% | -19.7% |
| 3M | -62.1% | -7.1% | -54.9% | -61.8% |
| 6M | -99.5% | +2.9% | -102.4% | -99.5% |
| YTD | -99.7% | +18.8% | -118.6% | -99.7% |
| 1Y | -99.9% | +9.4% | -109.3% | -99.9% |
| 3Y | -100.0% | +44.6% | -144.6% | -100.0% |
| 5Y | -100.0% | +37.9% | -137.9% | -100.0% |
| All | -100.0% | +64.3% | -164.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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