+4.9%
KMB vs ZM
+48.0%
-43.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -7.5% | -10.3% | +2.7% | -7.5% |
| 3M | -0.6% | -0.7% | 0.0% | -0.6% |
| 6M | -1.5% | +24.8% | -26.4% | -1.6% |
| YTD | +1.6% | +11.5% | -9.9% | +1.6% |
| 1Y | -20.8% | +12.3% | -33.1% | -20.8% |
| 3Y | -12.4% | +33.5% | -45.9% | -12.5% |
| 5Y | -12.9% | -67.5% | +54.6% | -15.0% |
| All | +4.9% | +48.0% | -43.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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