+17.8%
KMB vs ZM
+39.9%
-22.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +6.0% | -1.0% | +7.0% | +6.0% |
| 30D | +13.5% | -7.0% | +20.5% | +13.5% |
| 3M | +3.8% | -15.2% | +19.0% | +3.8% |
| 6M | +15.6% | -16.8% | +32.3% | +15.6% |
| YTD | +14.0% | +5.4% | +8.7% | +14.0% |
| 1Y | +12.9% | +9.3% | +3.6% | +12.9% |
| 3Y | +3.7% | +46.5% | -42.8% | +3.6% |
| 5Y | -0.1% | -63.8% | +63.8% | -2.1% |
| All | +17.8% | +39.9% | -22.1% | +8.2% |
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