-10.9%
KMB vs ZM
-67.8%
+57.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -1.8% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | -5.0% | -7.7% | +2.7% | -4.9% |
| 3M | +6.6% | -4.7% | +11.2% | +6.6% |
| 6M | +1.0% | +24.4% | -23.5% | +0.2% |
| YTD | +6.0% | +11.8% | -5.8% | +5.4% |
| 1Y | -16.6% | +13.4% | -30.0% | -17.1% |
| 3Y | -8.6% | +33.8% | -42.5% | -10.1% |
| 5Y | -10.9% | -67.2% | +56.3% | -18.7% |
| All | -10.9% | -67.8% | +57.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling