+27.6%
KMB vs ZS
+517.5%
-489.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.5% |
| 7D | -3.0% | -7.8% | +4.8% | -2.9% |
| 30D | -5.5% | +5.0% | -10.5% | -5.6% |
| 3M | +14.0% | +25.5% | -11.6% | +13.6% |
| 6M | +4.1% | +8.7% | -4.6% | +3.8% |
| YTD | +8.0% | -24.5% | +32.6% | +8.4% |
| 1Y | -13.7% | -36.7% | +23.0% | -13.2% |
| 3Y | -5.9% | +7.2% | -13.2% | -7.3% |
| 5Y | -8.6% | -40.9% | +32.3% | -9.6% |
| All | +27.6% | +517.5% | -489.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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