+1,668.6%
KLAC vs ZS
+488.9%
+1,179.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.5% | +2.9% |
| 7D | +10.6% | -9.2% | +19.8% | +13.0% |
| 30D | -4.5% | -4.0% | -0.5% | -4.1% |
| 3M | -10.3% | +25.3% | -35.5% | -16.1% |
| 6M | +40.9% | -1.3% | +42.2% | +34.5% |
| YTD | +56.1% | -28.0% | +84.1% | +60.6% |
| 1Y | +109.0% | -42.5% | +151.5% | +128.1% |
| 3Y | +288.8% | +0.7% | +288.1% | +254.8% |
| 5Y | +489.1% | -42.3% | +531.4% | +475.2% |
| All | +1,668.6% | +488.9% | +1,179.7% | +969.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling