+31.4%
KHC vs ZCMD
-100.0%
+131.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +0.9% |
| 7D | -3.3% | -2.9% | -0.4% | -3.3% |
| 30D | +9.1% | -28.5% | +37.6% | +9.2% |
| 3M | +1.4% | -56.5% | +57.9% | +1.4% |
| 6M | +8.4% | -99.7% | +108.0% | +9.5% |
| YTD | +6.2% | -99.9% | +106.0% | +7.3% |
| 1Y | +5.7% | -99.9% | +105.6% | +6.8% |
| 3Y | -12.0% | -100.0% | +88.0% | -10.5% |
| 5Y | -15.3% | -100.0% | +84.7% | -13.6% |
| All | +31.4% | -100.0% | +131.4% | +36.1% |
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