+63.4%
KEY vs ZCMD
-100.0%
+163.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.3% |
| 7D | +0.5% | -3.0% | +3.5% | +0.5% |
| 30D | +6.9% | -39.5% | +46.4% | +7.3% |
| 3M | -5.0% | -57.8% | +52.8% | -4.4% |
| 6M | +0.7% | -99.7% | +100.4% | +5.0% |
| YTD | +6.5% | -99.9% | +106.3% | +12.1% |
| 1Y | +22.6% | -99.9% | +122.5% | +29.7% |
| 3Y | +125.3% | -100.0% | +225.3% | +151.0% |
| 5Y | +13.9% | -100.0% | +113.9% | +28.9% |
| All | +63.4% | -100.0% | +163.3% | +141.9% |
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