-22.1%
KR vs ZCMD
-99.4%
+77.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.3% |
| 7D | -3.1% | -4.1% | +1.1% | -3.1% |
| 30D | +0.6% | -22.7% | +23.3% | +0.6% |
| 3M | -9.8% | -62.5% | +52.7% | -9.2% |
| 6M | -22.1% | -99.5% | +77.3% | -16.8% |
| All | -22.1% | -99.4% | +77.3% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling