+129.5%
KMI vs ZBH
-16.2%
+145.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.7% | -4.7% | +3.0% | 0.0% |
| 30D | -2.7% | -4.5% | +1.8% | -1.2% |
| 3M | -0.7% | +7.6% | -8.2% | -4.0% |
| 6M | -5.0% | +0.3% | -5.2% | -6.3% |
| YTD | +15.5% | +4.5% | +10.9% | +11.6% |
| 1Y | +16.4% | -9.4% | +25.8% | +18.1% |
| 3Y | +114.2% | -21.5% | +135.6% | +125.7% |
| 5Y | +153.3% | -28.4% | +181.7% | +171.3% |
| All | +129.5% | -16.2% | +145.7% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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