+267.0%
KKR vs ZCMD
-100.0%
+367.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | +0.3% | -22.7% | +23.0% | +0.4% |
| 3M | +8.8% | -62.5% | +71.3% | +7.8% |
| 6M | +14.9% | -99.5% | +114.4% | +19.7% |
| YTD | -17.9% | -99.7% | +81.9% | -13.3% |
| 1Y | -23.7% | -99.9% | +76.2% | -18.5% |
| 3Y | +69.1% | -100.0% | +169.0% | +90.2% |
| 5Y | +72.6% | -100.0% | +172.5% | +94.9% |
| All | +267.0% | -100.0% | +367.0% | +382.9% |
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