-12.9%
KMB vs ZBRA
-40.4%
+27.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.0% |
| 7D | -8.6% | -1.8% | -6.8% | -8.5% |
| 30D | -7.5% | -8.8% | +1.3% | -7.1% |
| 3M | -0.6% | +47.2% | -47.9% | -2.6% |
| 6M | -1.5% | +61.3% | -62.9% | -4.0% |
| YTD | +1.6% | +42.0% | -40.4% | -0.6% |
| 1Y | -20.8% | +10.5% | -31.2% | -21.7% |
| 3Y | -12.4% | +34.5% | -46.9% | -15.8% |
| 5Y | -12.9% | -40.3% | +27.4% | -16.1% |
| All | -12.9% | -40.4% | +27.5% | -16.1% |
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