+430.6%
KLAC vs ZM
-67.8%
+498.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +2.5% | -2.7% | +5.2% | +3.3% |
| 30D | -11.5% | -10.0% | -1.5% | -9.0% |
| 3M | -16.9% | +1.6% | -18.5% | -18.2% |
| 6M | +22.2% | +25.0% | -2.7% | +10.4% |
| YTD | +46.4% | +10.6% | +35.7% | +36.4% |
| 1Y | +91.0% | +14.0% | +77.0% | +75.4% |
| 3Y | +264.6% | +32.5% | +232.1% | +207.3% |
| 5Y | +430.6% | -68.3% | +498.9% | +489.4% |
| All | +430.6% | -67.8% | +498.4% | +489.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling