+261.6%
KEYS vs ZCMD
-100.0%
+361.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.1% | +11.1% | +4.1% |
| 7D | +3.5% | -5.4% | +8.9% | +3.6% |
| 30D | -4.5% | -24.8% | +20.3% | -4.2% |
| 3M | -0.4% | -62.8% | +62.4% | -1.7% |
| 6M | +19.1% | -99.5% | +118.7% | +24.1% |
| YTD | +66.7% | -99.8% | +166.4% | +74.8% |
| 1Y | +96.5% | -99.9% | +196.4% | +108.2% |
| 3Y | +155.2% | -100.0% | +255.1% | +178.0% |
| 5Y | +88.0% | -100.0% | +188.0% | +105.2% |
| All | +261.6% | -100.0% | +361.6% | +351.7% |
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