+115.7%
KMI vs ZBH
+84.0%
+31.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.8% | +3.4% |
| 7D | -0.4% | -5.2% | +4.8% | +1.6% |
| 30D | +3.7% | -2.4% | +6.1% | +4.5% |
| 3M | +3.2% | +8.3% | -5.1% | -0.6% |
| 6M | -3.0% | +0.7% | -3.6% | -4.5% |
| YTD | +19.7% | +5.3% | +14.3% | +15.3% |
| 1Y | +25.6% | -9.1% | +34.7% | +27.2% |
| 3Y | +120.2% | -19.7% | +139.9% | +129.3% |
| 5Y | +160.5% | -31.3% | +191.8% | +183.9% |
| 10Y | +134.8% | -18.9% | +153.8% | +120.3% |
| All | +115.7% | +84.0% | +31.7% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling