+11.6%
KMB vs ZM
+55.9%
-44.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.6% |
| 7D | -3.0% | +2.9% | -6.0% | -3.0% |
| 30D | -5.5% | +0.7% | -6.2% | -5.5% |
| 3M | +14.0% | -3.7% | +17.7% | +14.0% |
| 6M | +4.1% | +29.9% | -25.8% | +4.1% |
| YTD | +8.0% | +17.4% | -9.4% | +8.0% |
| 1Y | -13.7% | +22.4% | -36.1% | -13.8% |
| 3Y | -5.9% | +41.3% | -47.2% | -6.0% |
| 5Y | -8.6% | -66.0% | +57.4% | -10.8% |
| All | +11.6% | +55.9% | -44.3% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling