+63.9%
KEY vs ZCMD
-100.0%
+163.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.7% |
| 7D | -0.4% | +9.1% | -9.4% | -0.5% |
| 30D | +7.2% | -37.1% | +44.3% | +7.6% |
| 3M | -4.9% | -53.7% | +48.8% | -4.3% |
| 6M | +1.1% | -99.7% | +100.7% | +5.4% |
| YTD | +6.8% | -99.9% | +106.7% | +12.4% |
| 1Y | +23.3% | -99.9% | +123.2% | +30.5% |
| 3Y | +126.1% | -100.0% | +226.1% | +151.9% |
| 5Y | +15.2% | -100.0% | +115.2% | +30.2% |
| All | +63.9% | -100.0% | +163.9% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling