+4.8%
KHC vs ZCMD
-99.9%
+104.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 6M | +8.4% | -99.7% | +108.0% | +11.9% |
| YTD | +6.2% | -99.9% | +106.0% | +9.7% |
| All | +4.8% | -99.9% | +104.7% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling