+1,495.9%
KLAC vs ZM
+47.0%
+1,448.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -5.7% | +3.0% | -1.7% |
| 30D | -13.2% | -9.1% | -4.1% | -11.8% |
| 3M | -25.0% | +3.5% | -28.5% | -25.9% |
| 6M | +23.6% | +25.7% | -2.1% | +16.8% |
| YTD | +49.2% | +10.8% | +38.5% | +43.7% |
| 1Y | +89.3% | +12.8% | +76.6% | +81.3% |
| 3Y | +274.4% | +33.1% | +241.2% | +242.9% |
| 5Y | +440.9% | -68.3% | +509.2% | +466.6% |
| All | +1,495.9% | +47.0% | +1,448.8% | +1,383.3% |
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