+9.0%
KHC vs ZM
+48.0%
-39.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | +0.3% | -10.3% | +10.6% | +0.2% |
| 3M | +6.7% | -0.7% | +7.4% | +6.7% |
| 6M | +4.2% | +24.8% | -20.7% | +4.6% |
| YTD | +6.7% | +11.5% | -4.7% | +7.0% |
| 1Y | -1.4% | +12.3% | -13.7% | -1.1% |
| 3Y | -11.8% | +33.5% | -45.2% | -11.1% |
| 5Y | -13.4% | -67.5% | +54.1% | -17.0% |
| All | +9.0% | +48.0% | -39.0% | +6.8% |
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