-100.0%
ZCMD vs KIM
+80.2%
-180.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -34.8% | +14.1% | -48.9% | -35.4% |
| 3M | -56.3% | +6.0% | -62.3% | -56.5% |
| 6M | -99.7% | +13.2% | -112.9% | -99.7% |
| YTD | -99.9% | +30.4% | -130.2% | -99.9% |
| 1Y | -99.9% | +31.0% | -130.9% | -99.9% |
| 3Y | -100.0% | +67.6% | -167.6% | -100.0% |
| 5Y | -100.0% | +35.8% | -135.8% | -100.0% |
| All | -100.0% | +80.2% | -180.2% | -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