+64.3%
KEY vs ZCMD
-100.0%
+164.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.6% |
| 7D | +2.9% | -7.7% | +10.6% | +3.0% |
| 30D | +8.4% | -34.8% | +43.2% | +8.9% |
| 3M | -5.8% | -56.3% | +50.5% | -5.2% |
| 6M | +5.4% | -99.7% | +105.1% | +9.9% |
| YTD | +7.1% | -99.9% | +106.9% | +12.8% |
| 1Y | +26.8% | -99.9% | +126.7% | +34.3% |
| 3Y | +128.7% | -100.0% | +228.7% | +154.4% |
| 5Y | +13.6% | -100.0% | +113.6% | +28.7% |
| All | +64.3% | -100.0% | +164.3% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling