+8.4%
KHC vs ZM
+50.3%
-41.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.3% | +10.0% | -13.3% | -3.2% |
| 30D | +9.1% | -0.5% | +9.6% | +9.2% |
| 3M | +1.4% | -7.1% | +8.5% | +1.3% |
| 6M | +8.4% | -5.1% | +13.5% | +8.3% |
| YTD | +6.2% | +13.2% | -7.0% | +6.5% |
| 1Y | +5.7% | +15.3% | -9.7% | +6.0% |
| 3Y | -12.0% | +57.4% | -69.5% | -11.0% |
| 5Y | -15.3% | -61.7% | +46.3% | -18.4% |
| All | +8.4% | +50.3% | -41.9% | +6.3% |
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