-1.3%
KMB vs ZBRA
-44.1%
+42.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +10.2% | -15.6% | +25.8% | +11.2% |
| 3M | +1.5% | -14.5% | +16.0% | +2.3% |
| 6M | +16.6% | +50.9% | -34.3% | +14.0% |
| YTD | +12.1% | +34.8% | -22.8% | +9.9% |
| 1Y | +11.1% | +28.3% | -17.3% | +9.1% |
| 3Y | +1.9% | +58.8% | -56.9% | -3.5% |
| 5Y | -1.3% | -44.0% | +42.8% | -3.9% |
| All | -1.3% | -44.1% | +42.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling