+1,539.7%
KLAC vs ZM
+55.9%
+1,483.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.1% | +6.7% |
| 7D | +5.7% | +2.9% | +2.8% | +5.2% |
| 30D | -3.6% | +0.7% | -4.3% | -3.9% |
| 3M | -12.8% | -3.7% | -9.1% | -12.6% |
| 6M | +26.1% | +29.9% | -3.8% | +18.5% |
| YTD | +53.3% | +17.4% | +35.9% | +46.1% |
| 1Y | +113.7% | +22.4% | +91.3% | +101.7% |
| 3Y | +274.9% | +41.3% | +233.6% | +239.9% |
| 5Y | +470.1% | -66.0% | +536.2% | +490.7% |
| All | +1,539.7% | +55.9% | +1,483.8% | +1,408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling