-13.4%
KHC vs ZCMD
-100.0%
+86.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | -4.8% | -4.1% | -0.7% | -4.8% |
| 30D | +0.3% | -22.7% | +23.0% | +0.3% |
| 3M | +6.7% | -62.5% | +69.2% | +6.9% |
| 6M | +4.2% | -99.5% | +103.6% | +4.9% |
| YTD | +6.7% | -99.7% | +106.5% | +7.4% |
| 1Y | -1.4% | -99.9% | +98.5% | -0.9% |
| 3Y | -11.8% | -100.0% | +88.2% | -11.3% |
| 5Y | -13.4% | -100.0% | +86.6% | -13.7% |
| All | -13.4% | -100.0% | +86.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling