+34.8%
KHC vs ZCMD
-100.0%
+134.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.6% |
| 7D | +2.0% | -7.7% | +9.7% | +2.0% |
| 30D | +10.6% | -34.8% | +45.4% | +10.6% |
| 3M | +0.5% | -56.3% | +56.8% | +0.6% |
| 6M | +12.1% | -99.7% | +111.7% | +13.2% |
| YTD | +8.9% | -99.9% | +108.8% | +10.1% |
| 1Y | +7.5% | -99.9% | +107.4% | +8.7% |
| 3Y | -10.7% | -100.0% | +89.3% | -9.2% |
| 5Y | -13.2% | -100.0% | +86.8% | -11.4% |
| All | +34.8% | -100.0% | +134.8% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling