+1,215.0%
KLAC vs ZCMD
-100.0%
+1,315.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.0% | +2.0% |
| 7D | -2.7% | -5.4% | +2.8% | -2.6% |
| 30D | -13.2% | -24.8% | +11.6% | -12.9% |
| 3M | -25.0% | -62.8% | +37.8% | -25.7% |
| 6M | +23.6% | -99.5% | +123.1% | +29.1% |
| YTD | +49.2% | -99.8% | +149.0% | +57.5% |
| 1Y | +89.3% | -99.9% | +189.2% | +103.1% |
| 3Y | +274.4% | -100.0% | +374.4% | +326.9% |
| 5Y | +440.9% | -100.0% | +540.9% | +517.6% |
| All | +1,215.0% | -100.0% | +1,315.0% | +1,710.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling