-44.7%
KRMN vs ZCMD
-99.9%
+55.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +2.7% |
| 7D | -11.8% | -5.4% | -6.4% | -11.7% |
| 30D | -43.0% | -24.8% | -18.2% | -42.8% |
| 3M | -28.8% | -62.8% | +33.9% | -29.0% |
| 6M | -66.3% | -99.5% | +33.2% | -62.2% |
| YTD | -51.8% | -99.8% | +48.0% | -44.9% |
| 1Y | -44.7% | -99.9% | +55.2% | -34.9% |
| All | -44.7% | -99.9% | +55.2% | -34.9% |
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