+13.8%
KMB vs ZBRA
+425.5%
-411.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.7% | -3.8% | -3.9% | -7.4% |
| 30D | -8.2% | -10.2% | +2.0% | -7.4% |
| 3M | -1.9% | +58.7% | -60.6% | -5.7% |
| 6M | -0.7% | +61.9% | -62.6% | -4.9% |
| YTD | +1.4% | +41.7% | -40.3% | -2.2% |
| 1Y | -19.1% | +12.4% | -31.5% | -20.6% |
| 3Y | -12.6% | +34.2% | -46.8% | -17.1% |
| 5Y | -12.7% | -40.8% | +28.1% | -11.2% |
| All | +13.8% | +425.5% | -411.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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