+7,141.3%
KLAC vs ZBH
+272.6%
+6,868.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +3.4% |
| 7D | +10.6% | -5.2% | +15.8% | +12.8% |
| 30D | -4.5% | -2.4% | -2.1% | -3.9% |
| 3M | -10.3% | +8.3% | -18.5% | -14.6% |
| 6M | +40.9% | +0.7% | +40.2% | +37.3% |
| YTD | +56.1% | +5.3% | +50.8% | +48.9% |
| 1Y | +109.0% | -9.1% | +118.1% | +109.4% |
| 3Y | +288.8% | -19.7% | +308.5% | +300.4% |
| 5Y | +489.1% | -31.3% | +520.4% | +541.2% |
| 10Y | +3,041.8% | -18.9% | +3,060.7% | +2,946.4% |
| All | +7,141.3% | +272.6% | +6,868.7% | +4,246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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