-100.0%
ZCMD vs KIM
+66.4%
-166.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -8.0% | +0.4% | -8.4% | -8.0% |
| 30D | -27.9% | -4.0% | -23.9% | -27.6% |
| 3M | -74.6% | +0.5% | -75.1% | -74.6% |
| 6M | -99.5% | +3.6% | -103.1% | -99.5% |
| YTD | -99.7% | +20.4% | -120.2% | -99.7% |
| 1Y | -99.9% | +9.7% | -109.6% | -99.9% |
| 3Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 5Y | -100.0% | +34.4% | -134.4% | -100.0% |
| All | -100.0% | +66.4% | -166.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling