+128.0%
KEY vs ZCMD
-100.0%
+227.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +2.2% | -8.0% | +10.2% | +2.2% |
| 30D | -3.0% | -27.9% | +24.9% | -2.9% |
| 3M | +3.3% | -74.6% | +77.9% | +3.2% |
| 6M | +9.2% | -99.5% | +108.6% | +9.5% |
| YTD | +10.6% | -99.7% | +110.4% | +10.9% |
| 1Y | +20.4% | -99.9% | +120.3% | +20.5% |
| All | +128.0% | -100.0% | +227.9% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling