+474.0%
KORU vs ZCMD
-100.0%
+574.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.1% | +16.0% | +9.1% |
| 7D | -1.7% | -5.4% | +3.7% | -1.6% |
| 30D | +13.5% | -24.8% | +38.3% | +14.1% |
| 3M | -45.2% | -62.8% | +17.6% | -46.1% |
| 6M | +17.1% | -99.5% | +116.7% | +6.4% |
| YTD | +154.1% | -99.8% | +253.9% | +127.4% |
| 1Y | +375.7% | -99.9% | +475.6% | +318.5% |
| 3Y | +474.0% | -100.0% | +574.0% | +323.7% |
| All | +474.0% | -100.0% | +574.0% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling