+171.6%
BKR vs ZCMD
-100.0%
+271.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.5% | -0.5% |
| 7D | -7.0% | -5.4% | -1.6% | -6.9% |
| 30D | -8.1% | -24.8% | +16.6% | -7.9% |
| 3M | -6.6% | -62.8% | +56.2% | -7.2% |
| 6M | +0.9% | -99.5% | +100.4% | +3.2% |
| YTD | +31.1% | -99.8% | +130.9% | +34.9% |
| 1Y | +27.7% | -99.9% | +127.6% | +32.3% |
| 3Y | +71.2% | -100.0% | +171.2% | +79.7% |
| All | +171.6% | -100.0% | +271.6% | +182.7% |
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