+433.3%
KLAC vs ZS
-38.5%
+471.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.8% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | -13.2% | -7.2% | -6.0% | -11.9% |
| 3M | -25.0% | +30.5% | -55.5% | -31.2% |
| 6M | +23.6% | +7.0% | +16.6% | +14.4% |
| YTD | +49.2% | -26.8% | +76.1% | +54.6% |
| 1Y | +89.3% | -42.6% | +131.9% | +112.1% |
| 3Y | +274.4% | -0.3% | +274.7% | +233.8% |
| All | +433.3% | -38.5% | +471.8% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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