+38.8%
KEY vs ZCMD
-100.0%
+138.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | -3.3% | -22.7% | +19.5% | -3.2% |
| 3M | -0.7% | -62.5% | +61.8% | -1.0% |
| 6M | +12.5% | -99.5% | +112.0% | +13.2% |
| YTD | +8.4% | -99.7% | +108.1% | +9.0% |
| 1Y | +18.4% | -99.9% | +118.3% | +19.2% |
| 3Y | +123.3% | -100.0% | +223.3% | +125.2% |
| 5Y | +38.8% | -100.0% | +138.8% | +39.3% |
| All | +38.8% | -100.0% | +138.8% | +39.3% |
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