+33.4%
KHC vs ZCMD
-100.0%
+133.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.7% |
| 7D | -1.8% | -8.0% | +6.2% | -1.8% |
| 30D | -1.9% | -27.9% | +26.0% | -1.8% |
| 3M | +14.4% | -74.6% | +89.0% | +14.7% |
| 6M | +8.7% | -99.5% | +108.2% | +9.8% |
| YTD | +7.8% | -99.7% | +107.5% | +8.9% |
| 1Y | -1.5% | -99.9% | +98.4% | -0.5% |
| 3Y | -9.9% | -100.0% | +90.1% | -8.3% |
| 5Y | -10.7% | -100.0% | +89.3% | -9.1% |
| All | +33.4% | -100.0% | +133.4% | +38.1% |
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 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