-16.6%
KMB vs ZYBT
-58.9%
+42.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -6.5% | -3.7% | -2.8% | -6.5% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | -2.2% | +72.2% | -74.4% | -2.4% |
| 6M | +0.7% | +103.1% | -102.5% | +0.2% |
| YTD | +1.0% | +34.8% | -33.7% | +0.8% |
| 1Y | -20.3% | -83.2% | +62.9% | -19.4% |
| All | -16.6% | -58.9% | +42.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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