+32.1%
KHC vs ZCMD
-100.0%
+132.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | +1.9% | -24.8% | +26.7% | +1.9% |
| 3M | +3.2% | -62.8% | +66.0% | +3.3% |
| 6M | +10.0% | -99.5% | +109.5% | +11.1% |
| YTD | +6.7% | -99.8% | +106.5% | +7.8% |
| 1Y | -0.9% | -99.9% | +99.0% | +0.2% |
| 3Y | -13.6% | -100.0% | +86.4% | -12.0% |
| 5Y | -12.8% | -100.0% | +87.1% | -11.2% |
| All | +32.1% | -100.0% | +132.1% | +36.7% |
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