+165.1%
KORU vs ZCMD
-100.0%
+265.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.7% | -10.8% | -12.5% |
| 7D | +2.3% | -2.0% | +4.4% | +2.4% |
| 30D | +20.0% | -19.8% | +39.8% | +20.8% |
| 3M | -32.7% | -62.1% | +29.3% | -34.4% |
| 6M | +13.3% | -99.5% | +112.8% | +15.1% |
| YTD | +133.2% | -99.7% | +232.9% | +139.9% |
| 1Y | +357.3% | -99.9% | +457.2% | +379.2% |
| 3Y | +452.7% | -100.0% | +552.6% | +549.6% |
| 5Y | +47.2% | -100.0% | +147.2% | +75.1% |
| All | +165.1% | -100.0% | +265.1% | +220.7% |
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 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