+361.1%
KMB vs ZBH
+325.5%
+35.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +6.0% | +10.6% | -4.5% | +3.8% |
| 30D | +13.5% | +20.4% | -6.9% | +9.2% |
| 3M | +3.8% | +10.0% | -6.3% | +1.6% |
| 6M | +15.6% | +31.0% | -15.5% | +9.1% |
| YTD | +14.0% | +20.3% | -6.3% | +9.2% |
| 1Y | +12.9% | +22.2% | -9.3% | +7.8% |
| 3Y | +3.7% | +4.7% | -1.0% | +0.9% |
| 5Y | -0.1% | -13.7% | +13.6% | -0.1% |
| 10Y | +41.1% | +19.3% | +21.8% | +26.1% |
| All | +361.1% | +325.5% | +35.6% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling