+14.4%
KRMN vs ZCMD
-99.9%
+114.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -15.1% | -2.0% | -13.1% | -15.1% |
| 30D | -44.5% | -19.8% | -24.7% | -44.3% |
| 3M | -25.0% | -62.1% | +37.0% | -25.2% |
| 6M | -66.5% | -99.5% | +32.9% | -63.5% |
| YTD | -53.0% | -99.7% | +46.7% | -48.4% |
| 1Y | -44.7% | -99.9% | +55.2% | -39.1% |
| All | +14.4% | -99.9% | +114.4% | +20.4% |
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