+155.2%
KEYS vs ZCMD
-100.0%
+255.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.4% |
| 6M | +19.1% | -99.5% | +118.7% | +22.6% |
| YTD | +66.7% | -99.8% | +166.4% | +71.9% |
| 1Y | +96.5% | -99.9% | +196.4% | +103.5% |
| 3Y | +155.2% | -100.0% | +255.1% | +156.4% |
| All | +155.2% | -100.0% | +255.1% | +156.4% |
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