+66.5%
KKR vs ZCMD
-100.0%
+166.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.2% |
| 7D | -6.2% | -5.4% | -0.7% | -6.2% |
| 30D | -8.9% | -24.8% | +15.9% | -8.8% |
| 3M | +6.3% | -62.8% | +69.1% | +5.8% |
| 6M | +16.5% | -99.5% | +116.0% | +18.3% |
| YTD | -20.3% | -99.8% | +79.5% | -18.6% |
| 1Y | -29.8% | -99.9% | +70.1% | -28.3% |
| 3Y | +63.2% | -100.0% | +163.2% | +70.0% |
| All | +66.5% | -100.0% | +166.5% | +69.5% |
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