+7.5%
KHC vs ZM
+50.9%
-43.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.9% | -7.8% | +0.2% |
| 7D | -4.6% | +6.8% | -11.4% | -4.5% |
| 30D | +8.1% | +0.1% | +8.0% | +8.1% |
| 3M | 0.0% | -7.5% | +7.6% | 0.0% |
| 6M | +7.9% | -8.4% | +16.4% | +7.8% |
| YTD | +5.3% | +13.7% | -8.4% | +5.6% |
| 1Y | +5.1% | +15.9% | -10.8% | +5.5% |
| 3Y | -12.8% | +58.0% | -70.8% | -11.8% |
| 5Y | -16.2% | -60.4% | +44.2% | -19.1% |
| All | +7.5% | +50.9% | -43.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling