-59.7%
KRMN vs ZCMD
-99.9%
+40.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.0% | -10.5% | -13.5% |
| 7D | -10.0% | -13.3% | +3.3% | -9.8% |
| 30D | +3.5% | -49.6% | +53.1% | +4.5% |
| 3M | -36.7% | -54.6% | +17.9% | -36.0% |
| 6M | -47.7% | -99.8% | +52.1% | -40.3% |
| YTD | -53.3% | -99.9% | +46.6% | -45.9% |
| 1Y | -59.7% | -99.9% | +40.3% | -51.3% |
| All | -59.7% | -99.9% | +40.2% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling