+81.6%
KO vs ZCMD
-100.0%
+181.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | +1.6% | -19.8% | +21.4% | +1.6% |
| 3M | +5.8% | -62.1% | +67.8% | +5.9% |
| 6M | +14.3% | -99.5% | +113.8% | +15.7% |
| YTD | +27.3% | -99.7% | +127.1% | +28.9% |
| 1Y | +33.2% | -99.9% | +133.1% | +35.0% |
| 3Y | +64.5% | -100.0% | +164.5% | +66.0% |
| All | +81.6% | -100.0% | +181.6% | +82.2% |
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