+430.6%
KLAC vs ZCMD
-100.0%
+530.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.1% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | -11.5% | -19.8% | +8.3% | -11.5% |
| 3M | -16.9% | -62.1% | +45.1% | -17.2% |
| 6M | +22.2% | -99.5% | +121.7% | +22.6% |
| YTD | +46.4% | -99.7% | +146.1% | +47.0% |
| 1Y | +91.0% | -99.9% | +190.9% | +92.1% |
| 3Y | +264.6% | -100.0% | +364.5% | +267.7% |
| 5Y | +430.6% | -100.0% | +530.6% | +430.3% |
| All | +430.6% | -100.0% | +530.6% | +430.3% |
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