+1,569.5%
KLAC vs ZM
+48.4%
+1,521.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +2.7% |
| 7D | +10.6% | +1.6% | +9.0% | +10.3% |
| 30D | -4.5% | -7.7% | +3.2% | -3.3% |
| 3M | -10.3% | -4.7% | -5.6% | -10.0% |
| 6M | +40.9% | +24.4% | +16.5% | +33.3% |
| YTD | +56.1% | +11.8% | +44.3% | +50.0% |
| 1Y | +109.0% | +13.4% | +95.7% | +100.0% |
| 3Y | +288.8% | +33.8% | +255.0% | +255.8% |
| 5Y | +489.1% | -67.2% | +556.3% | +514.7% |
| All | +1,569.5% | +48.4% | +1,521.2% | +1,449.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling