+1,231.6%
KLAC vs ZCMD
-100.0%
+1,331.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.3% |
| 7D | +6.2% | -4.1% | +10.3% | +6.2% |
| 30D | -5.0% | -22.7% | +17.7% | -4.8% |
| 3M | -14.4% | -62.5% | +48.1% | -15.2% |
| 6M | +28.3% | -99.5% | +127.8% | +33.7% |
| YTD | +51.1% | -99.7% | +150.8% | +59.3% |
| 1Y | +100.4% | -99.9% | +200.3% | +114.7% |
| 3Y | +276.3% | -100.0% | +376.3% | +328.7% |
| 5Y | +452.1% | -100.0% | +552.1% | +529.6% |
| All | +1,231.6% | -100.0% | +1,331.6% | +1,731.6% |
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