+14.7%
KMB vs ZBH
-18.0%
+32.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -8.6% | -4.9% | -3.7% | -7.8% |
| 30D | -7.5% | -3.2% | -4.3% | -7.0% |
| 3M | -0.6% | +5.8% | -6.5% | -1.7% |
| 6M | -1.5% | +2.0% | -3.5% | -2.2% |
| YTD | +1.6% | +5.8% | -4.2% | +0.3% |
| 1Y | -20.8% | -7.9% | -12.8% | -20.3% |
| 3Y | -12.4% | -19.4% | +7.0% | -10.6% |
| 5Y | -12.9% | -29.5% | +16.6% | -10.2% |
| 10Y | +14.7% | -15.5% | +30.3% | +9.5% |
| All | +14.7% | -18.0% | +32.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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